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Author

Rolando Rubilar-Torrealba

2 papers indexed here

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Open access Sep 2026

Developing and Evaluating a Composite Index of Country Sustainability Profiles: A Multivariate Framework Complementing GDP

Cross-country sustainability assessment requires transparent integration of economic, social, and environmental information, yet composite measures are sensitive to normalization, weighting, and aggregation choices. This study developed and evaluated a composite sustainability-profile index for 174 countries using 15 W...

Cristóbal Fernández-Robin, Diego Yáñez, Bernardo Pincheira et al. · 0 citations
Open access Sep 2026

Fractional Tail-Event Timing Diagnostics: Extreme Value Theory Severity, Mittag-Leffler Recurrence, and Stress Episodes

Extreme financial events are usually defined by loss magnitude alone, which quantifies severity but leaves open whether tail losses arrive in isolation or in temporally concentrated patterns. This paper develops a fractional tail-event timing diagnostic combining peaks-over-threshold (POT) generalized Pareto distributi...

Rolando Rubilar-Torrealba, Karime Chahuán-Jiménez, H. de la Fuente-Mella et al. · 0 citations

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