Author Archives: coralio

Ramon Faulí Oller

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

08 de March de 2023Faculty, FacultyCourse, FacultyField, FacultyFieldIO, FacultyFieldTheory, FacultyFT, MinisterioPonti2015, MinisterioPonti2019, Prometeo2019, Prometeo2021By coralio

Joel Sandonís Díez

Catedràtic
Subdirector
Ph.D. Universidad del País Vasco
email: sandonis@ua.es
Desp.: 21
Ext.: 1328

08 de March de 2023Faculty, FacultyAdvisesCacicedoT, FacultyAdvisesRocamoraA, FacultyAdvisesYermukanovaB, FacultyCourse, FacultyCourseIO, FacultyField, FacultyFieldIO, FacultyFT, MasterPhD, MinisterioPonti2015, MinisterioPonti2019, Prometeo2019, Prometeo2021By coralio

Adam Sanjurjo

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

08 de March de 2023Faculty, FacultyCourse, FacultyCourseMicroeconomicsII, FacultyField, FacultyFieldExperimental, FacultyFieldPublic, FacultyFieldTheory, FacultyFT, LabAssocDir, MasterPhD, OrgSeminarsTheory, Prometeo2021By coralio

Carmen Herrero Blanco

Catedràtica
Ph.D. Universidad de Valencia
email: carmen.Herrero@ua.es
Desp.: 12
Ext.: 3618

08 de March de 2023Faculty, FacultyCourse, FacultyCourseIntroductionResearch, FacultyField, FacultyFieldMath, FacultyFieldPublic, FacultyFieldTheory, FacultyFT, MasterPhD, MinisterioPonti2015, MinisterioPonti2019, Prometeo2019, Prometeo2019IP, Prometeo2021By coralio

Han Bleichrodt

Catedràtic
Ph.D. Erasmus University
email: hanbleichrodt@ua.es
Desp.: 13
Ext.: 3225

08 de March de 2023Faculty, FacultyCourse, FacultyCourseAdvEconTheory, FacultyField, FacultyFieldExperimental, FacultyFieldPublic, FacultyFT, MasterPhD, MinisterioPonti2019, Prometeo2021By coralio

Juan Mora López

Catedràtic
Ph.D. Universidad Carlos III de Madrid
email: juan@ua.es
Desp.: 31
Ext.: 3258

08 de March de 2023Faculty, FacultyCourse, FacultyCourseStatistics, FacultyField, FacultyFieldEconometrics, FacultyFieldLabor, FacultyFT, MasterPhD, OrgViceChair, Prometeo, PrometeoOtrosBy coralio

Coralio Ballester Pla

Professor Titular
Secretari
Ph.D. Universitat Autònoma de Barcelona
email: coralio@ua.es
Desp.: 20
Ext.: 3233

08 de March de 2023Faculty, FacultyAdvisesTelekA, FacultyCourse, FacultyCourseMathematics, FacultyFieldExperimental, FacultyFieldIntUrb, FacultyFieldMath, FacultyFieldPublic, FacultyFieldTheory, FacultyFT, LabSenior, MasterPhD, MinisterioPonti2015, MinisterioPonti2019, OrgSecretary, Prometeo, Prometeo2021, PrometeoOtrosBy coralio

Backtesting VaR under the COVID-19 sudden changes in volatility

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

08 de March de 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

08 de March de 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

08 de March de 2023Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio