Categoría (s) Mostrar Portafolio

Outliers and misleading leverage effect in asymmetric GARCH-type models

Carnero, M. A. and A. Perez
Studies in Nonlinear Dynamics and Econometrics – 2021

22 de octubre de 2021Pub, PubFac, PubFacCarneroM, PubfacSelected, PubfacSelectedCarneroM, PubFeatured, Pubfield, PubfieldEconometrics, PubfieldFeatured, PubfieldFeaturedEconometrics, PubPrometeo, PubSelected, Pubyear2021Por coralio

Polynomial adjusted Student-t densities for modeling asset returns

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

18 de octubre de 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingPor coralio

Copula methods for evaluating relative tail forecasting performance

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

18 de octubre de 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingPor coralio

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

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

29 de julio de 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021Por coralio

Manufacturer Mergers and Product Variety in a Vertically Related Market

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

04 de mayo de 2021Pub, PubFac, PubFacSandonisJ, PubfacSelected, PubfacSelectedSandonisJ, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2018Por coralio

Backtesting VaR under the COVID-19 sudden changes in volatility

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

22 de abril de 2021Pub, PubFac, PubfacLeonA, PubfacSelected, PubfacSelectedLeonA, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, PubyearForthcomingPor coralio

Unitary Owen Points in Cooperative Lot-Sizing Models with Backlogging

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

19 de abril de 2021Pub, PubFac, PubfacSelected, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2021Por coralio

Group Decisions from Individual Rankings: The Borda-Condorcet Rules

Herrero, C. and A. Villar
European Journal of Operational Research – 2021

01 de febrero de 2021Pub, PubFac, PubFacHerreroC, PubfacSelected, PubfacSelectedHerreroC, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedTheory, PubfieldTheory, PubPrometeo2019, PubSelected, Pubyear2021Por coralio

Overconfident people are more exposed to “black swan” events: a case study of avalanche risk

Bonini, N., Pighin, S., Rettore, E., Savadori, L., Schena, F., Tonini, S & P. Tosi
Empirical Economics – 2019

25 de noviembre de 2020Pub, PubFac, PubfacSelected, PubfacSelectedToniniS, PubfacToniniS, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2019Por coralio

Cost Sharing Solutions Defined by Non-Negative Eigenvectors

Peris, J. E., J. A. Silva-Reus and B. Subiza
European Journal of Operational Research – 2015

27 de octubre de 2020Pub, PubFac, PubfacPerisJ, PubfacSelected, PubfacSelectedPerisJ, PubfacSelectedSubizaB, PubfacSubizaB, PubFeatured, Pubfield, PubfieldFeatured, PubfieldFeaturedMath, PubfieldFeaturedTheory, PubfieldMath, PubfieldTheory, PubSelected, Pubyear2015Por coralio