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. (2007):
"Buy and Hold strategies in optimal portfolio selection problems: comonotonic approximations", Working Paper.

Roch, O. and Valdez, E.A. (2007): "Comonotonic lower bounds for sums of log-skew normal random variables",
Working Paper.

Congressos i Reunions Científiques

11th International Congress on Insurance: Mathematics and Economics, Piraeus (Greece), 2007.
UNSW Actuarial Symposium 2006, Sydney (Australia).
10th International Congress on Insurance: Mathematics and Economics, Leuven (Belgium), 2006.
8th  ERS-IASC Summer School on Statistical Models in Financial Series (2005).
8th Italian-Spanish Meeting on Financial Mathematics, Verbania Intra (Italy), 2005.
8º Seminario de investigación en finanzas del Grupo de investigación IAFI, 2005.
7º Seminario de investigación en finanzas del Grupo de investigación IAFI, 2004.