Author Archives: coralio

Ramon Faulí Oller

Associate Professor
Ph.D. Universitat Autònoma de Barcelona
email: fauli@ua.es
Office: 11
Ext.: 3617

Wednesday March 8th, 2023Faculty, FacultyCourse, FacultyField, FacultyFieldIO, FacultyFieldTheory, FacultyFT, MinisterioPonti2015, MinisterioPonti2019, Prometeo2019, Prometeo2021By coralio

Joel Sandonís Díez

Professor of Economics
Ph.D. Universidad del País Vasco
email: sandonis@ua.es
Office: 21
Ext.: 1328

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Adam Sanjurjo

Associate Professor
Ph.D. University of California, San Diego
email: sanjurjo@ua.es
Office: 24
Ext.: 3225

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Carmen Herrero Blanco

Professor of Economics (Emeritus)
Ph.D. Universidad de Valencia
email: carmen.Herrero@ua.es
Office: 12
Ext.: 3618

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Han Bleichrodt

Professor of Economics
Ph.D. Erasmus University
email: hanbleichrodt@ua.es
Office: 13
Ext.: 3225

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Juan Mora López

Professor of Economics
Vice-Chair
Ph.D. Universidad Carlos III de Madrid
email: juan@ua.es
Office: 31
Ext.: 3258

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Coralio Ballester Pla

Associate Professor
Secretary
Ph.D. Universitat Autònoma de Barcelona
email: coralio@ua.es
Office: 20
Ext.: 3233

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Backtesting VaR under the COVID-19 sudden changes in volatility

Castillo, B., León, A & T. Ñiguez
Finance Research Letters – 2021

Wednesday March 8th, 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Polynomial adjusted Student-t densities for modeling asset returns

León, A & T. Ñiguez
European Journal of Finance – 2022

Wednesday March 8th, 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2022By coralio

Copula methods for evaluating relative tail forecasting performance

León, A & T. Ñiguez
Journal of Risk Finance – 2021

Wednesday March 8th, 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio