Categoría (s) Mostrar Portafolio

Risk Aversion and the Value of Diagnostic Tests

Bleichrodt, H. Crainich, D., Eeckhoudt, L & N.Treich
Theory and Decision – 2020

02 de noviembre de 2021Pub, PubFac, PubfacBleichrodtH, PubfacSelected, PubfacSelectedBleichrodtH, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2020Por coralio

A comparison of Individual and Group Decision Making for Standard Gamble and Time Trade-Off

Attema, A., Bleichrodt, H., l’Haridon, O & Stefan A. Lipman
European Journal of Health Economics – 2020

02 de noviembre de 2021Pub, PubFac, PubfacBleichrodtH, PubfacSelected, PubfacSelectedBleichrodtH, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2020Por coralio

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

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

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

01 de septiembre de 2021Pub, PubFac, PubFacPerezF, PubfacSelected, PubfacSelectedPerezF, PubFeatured, Pubfield, PubfieldFeatured, PubSelected, Pubyear2018Por 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