Items
| Acceso | Vista previa | Fecha de publicación | Título | Autor/es |
 |  | 20-jun-2012 | Does stock return predictability affect ESO fair value? | Carmona-Martínez, Julio; León Valle, Ángel M.; Vaello-Sebastià, Antoni |
|  | 13-ago-2010 | Pricing executive stock optons under employment shocks | Carmona-Martínez, Julio; León Valle, Ángel M.; Vaello-Sebastià, Antoni |
|  | 25-sep-2007 | Investment option under CIR interest rates | Carmona-Martínez, Julio; León Valle, Ángel M. |
 |  | 16-ene-2024 | Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood | Castillo, Brenda; León Valle, Ángel M.; Mora-López, Juan |
|  | 30-nov-2023 | Has COVID-19 changed the factors explaining the occupancy of Airbnb accommodation? Madrid as a case study | Más-Ferrando, Adrián; Moreno-Izquierdo, Luis; Perles Ribes, José Francisco, et al |
|  | 12-nov-2023 | Evaluating machine learning techniques for predicting tourist occupancy: an experiment with pre- and post-pandemic COVID-19 data | Moreno-Izquierdo, Luis; Más-Ferrando, Adrián; Perles Ribes, José Francisco, et al |
|  | 27-jun-2023 | Valuing Forestry Agronomic Potential under Seasonal Mean-Reverting Prices | León Valle, Ángel M.; Marín, Eyda; Toscano, David |
|  | 17-jun-2023 | Skewness in energy returns: Estimation, testing and implications for tail risk | Carnero, M. Angeles; León Valle, Ángel M.; Ñíguez, Trino-Manuel |
|  | 3-abr-2023 | Market-wide illiquidity and the distribution of non-parametric stochastic discount factors | Abad, David; Nieto, Belén; Pascual, Roberto, et al |
|  | 18-nov-2022 | Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities? | Castillo, Brenda; León Valle, Ángel M.; Mora-López, Juan |
|  | 17-oct-2022 | Pandemic effects in the Solow growth model | Carmona-Martínez, Julio; León Valle, Ángel M. |
|  | 6-jun-2022 | Spillover dynamics effects between risk-neutral equity and Treasury volatilities | González-Urteaga, Ana; Nieto, Belén; Rubio Irigoyen, Gonzalo |
|  | 3-ene-2022 | The Effects of the COVID-19 Crisis on Risk Factors and Option-Implied Expected Market Risk Premia: An International Perspective | Nieto, Belén; Rubio Irigoyen, Gonzalo |
|  | 20-sep-2021 | Copula methods for evaluating relative tail forecasting performance | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
|  | 18-mar-2021 | Backtesting VaR under the COVID-19 sudden changes in volatility | Castillo, Brenda; León Valle, Ángel M.; Ñíguez, Trino-Manuel |
|  | 7-oct-2021 | Polynomial adjusted Student-t densities for modeling asset returns | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
|  | sep-2021 | The transformed Gram Charlier distribution: Parametric properties and financial risk applications | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
|  | 30-may-2021 | The Risk Aversion and Uncertainty Channels between Finance and Macroeconomics | Nieto, Belén; Rubio Irigoyen, Gonzalo |
|  | 2021 | Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors | González-Urteaga, Ana; Nieto, Belén; Rubio Irigoyen, Gonzalo |
|  | sep-2020 | Modeling asset returns under time-varying semi-nonparametric distributions | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
