Category Archives: PubFac

Polynomial adjusted Student-t densities for modeling asset returns

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

Monday October 18th, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio

Copula methods for evaluating relative tail forecasting performance

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

Monday October 18th, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio

Opportunity Advantage between Income Distributions

Herrero, C. and A. Villar
Journal of Economic Inequality – 2021

Tuesday September 21st, 2021Pub, PubFac, PubFacHerreroC, PubfacSelected, PubfacSelectedHerreroC, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

What drives vertical fiscal interactions? Evidence from the 1980 Crude Oil Windfall Act

Perez-Sebastian, F & O. Raveh
Regional Science and Urban Economics – 2018

Wednesday September 1st, 2021Pub, PubFac, PubFacPerezF, PubfacSelected, PubfacSelectedPerezF, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2018By coralio

The Transformed Gram Charlier distribution: Parametric properties and financial risk applications

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

Thursday July 29th, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Segregation, Fertility and Son Preference: the Case of the Roma in Serbia

Battaglia, M., Chabe-Ferret, B. and L. Lebendiski
Journal of Demographic Economics – 2021

Friday June 18th, 2021Pub, PubFac, PubFacBattagliaM, PubfacSelected, PubfacSelectedBattagliaM, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Manufacturer Mergers and Product Variety in a Vertically Related Market

Milliou, C. & J. Sandonis
Journal of Industry, Competition and Trade – 2018

Tuesday May 4th, 2021Pub, PubFac, PubFacSandonisJ, PubfacSelected, PubfacSelectedSandonisJ, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2018By coralio

Buyer Power, Product Assortment and Asymmetric Retail Formats

Faulí-Oller, R., and J. Sandonís
Bulletin of Economic Research – 2021

Tuesday May 4th, 2021Pub, PubFac, PubFacFauliR, PubFacSandonisJ, PubfacSelected, PubfacSelectedFauliR, PubfacSelectedSandonisJ, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio

Backtesting VaR under the COVID-19 sudden changes in volatility

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

Thursday April 22nd, 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingBy coralio

Unitary Owen Points in Cooperative Lot-Sizing Models with Backlogging

Guardiola, L.A., Meca, A, & J. Puerto
Mathematics – 2021

Monday April 19th, 2021Pub, PubFac, PubfacSelected, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021By coralio