Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
Castillo-Brais, B., León, A. & J. Mora.
Mathematics – 2022
Castillo-Brais, B., León, A. & J. Mora.
Mathematics – 2022
Acereda, B., León, A. and Mora, J
Finance Research Letters – 2020
Mora-López, L. and J. Mora
Expert Systems with Applications – 2015
Mora, J., and A. Pérez-Alonso
Journal of Nonparametric Statistics – 2009
Febrer, A. and J. Mora
Computational Statistics and Data Analysis – 2009
Mora, J., and A.-I. Moro-Egido
Journal of Econometrics – 2008
Mora, J.
Statistics and Probability Letters – 2005
Maliar, L., S. Maliar and J. Mora
The B.E. Journal of Macroeconomics – 2005
Mora-López, L., J. Mora, R. Morales-Bueno and M. Sidrach-de-Cardona
Environmental Modelling and Software – 2005
Miles, D. and J. Mora
Computational Statistics and Data Analysis – 2003