Backtesting VaR under the COVID-19 sudden changes in volatility
Castillo, B., León, A & T. Ñiguez
Finance Research Letters – 2021
Castillo, B., León, A & T. Ñiguez
Finance Research Letters – 2021
León, A & T. Ñiguez
Journal of Risk Finance – 2021
Carmona J. & A. León
Bulletin of Economic Research – Forthcoming
Carmona J. & A. León
Journal of Economic Dynamics and Control – 2011
University of origin: Sultan Moulay Slimane University (Marruecos)
Admission year: 2022
email: ah130@alu.es
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Associate Professor
Ph.D. University of Cambridge
email: carlos.cueva@ua.es
Office: 10
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Associate Professor
Ph.D. Universitat Pompeu Fabra
email: fturino@ua.es
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Guilló, M.D, & M. Magalhaes
Environment and Development Economics – 2022
University of origin: University of the Gambia
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email: ma89@alu.ua.es
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Ext.: 2535