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Helder Rojas

Institute of Mathematics (from arXiv:1906.01468, 2019) · ORCID · OpenAlex

5 papers in scope · 5 published · 1 on the econ.EM arXiv · 5 citations · h-index 1 (over the papers listed here)

Papers

(2 of 5)

Asymptotic Properties of a Statistical Estimator of the Jeffreys Divergence: The Case of Discrete Distributions
published2024 · Mathematics
with Vladimir Glinskiy, A. V. Logachov, O. Logachova, Lyudmila Serga, Anatoly Yambartsev
Mathematics
Order Book Dynamics with Liquidity Fluctuations: Asymptotic Analysis of Highly Competitive Regime
published2023 · Mathematics · 3 citations
with A. V. Logachov, Anatoly Yambartsev
Mathematics
Transfer of macroeconomic shocks in stress tests modeling
published2020 · Physica A Statistical Mechanics and its Applications · 1 citations
with David Dias
Physica A Statistical Mechanics and its Applications
Stress Testing Network Reconstruction via Graphical Causal Model
published2019 · Applied Stochastic Models in Business and Industry
with David Dias
Paper profile Applied Stochastic Models in Business and Industry arXiv:1906.01468
Transmission of Macroeconomic Shocks to Risk Parameters: Their Uses in Stress Testing
published2018 · Applied Stochastic Models in Business and Industry · 1 citations
with David Dias
Paper profile Applied Stochastic Models in Business and Industry arXiv:1809.07401

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.