Joan del Castillo

Professor Titular d'Universitat

  • del Castillo, J.; Serra, I.; Padilla, M.; Moriña, D. (2019)
    Fitting Tails by the Empirical Residual Coefficient of Variation: The ercv Package
    The R Journal, 11:2, pages 56-68
  • del Castillo, J.; Daoudi, J.; Serra, I. (2017)
    The full tails gamma distribution applied to model extreme values
    ASTIN Bulletin, 47(3), pp. 895-917.
  • Badescu, A.; del Castillo, J.; Ortega, JP. (2016)
    Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options
    Annals of Economics and Statistics Vol. 123, 271-306
  • del Castillo, J.; Padilla, M. (2016)
    Modeling Extreme Values by the Residual Coefficient of Variation
    SORT-Statistics and Operations Research Transactions Vol. 40. 303-320.
  • del Castillo, J & Serra, I. (2015)
    Likelihood inference for Generalized Pareto distribution.
    Computational Statistics & Data Analysis Vol. 83, pp. 116 – 128.
  • del Castillo, J; Daoudi, J.; Lockhart, R. (2014)
    Methods to Distinguish Between Polynomial and Exponential Tails
    Scandinavian Journal of Statistics Vol. 41(2), pp. 382–393.