Articles

Roch, O. and Alegre, A. (2006): "Testing the bivariate distribution of daily equity returns using copulas.
An application to the Spanish stock market". Computational Statistics & Data Analysis , 51, 2, 1312-1329.

Documents de Treball

Marín, J., Roch, O., Dhaene, J., Ribas, C., Bosh-Príncep, M. and Vanduffel, S. (2009):
"Buy-and-hold strategies and comonotonic approximations", Submitted.

Roch, O. and Valdez, E.A. (2009): "Lower Convex Order Bound Approximations for Sums of Log-Skew Normal Random Variables", Submitted
Working Paper.