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Finanzas de Mercado y Econometría Financiera
INV - Finanzas de Mercado y Econometría Financiera - Artículos de Revistas
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Issue Date
Title
Author(s)
2017
A new pattern in international mobility? The case of Spain in the Great Crisis
Ródenas, Carmen
;
Martí, Mónica
;
León Valle, Ángel M.
Jan-2017
One-sided performance measures under Gram-Charlier distributions
León Valle, Ángel M.
;
Moreno, Manuel
Sep-2021
The transformed Gram Charlier distribution: Parametric properties and financial risk applications
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
Mar-2020
Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting
Acereda Serrano, Beatriz
;
León Valle, Ángel M.
;
Mora-López, Juan
2020
Economic stress in non-poor Spanish households during the Great Recession
Ródenas, Carmen
;
Martí, Mónica
;
León Valle, Ángel M.
20-Sep-2021
Copula methods for evaluating relative tail forecasting performance
León Valle, Ángel M.
;
Ñíguez, Trino-Manuel
2018
On multicollinearity and the value of the shape parameter in the term structure Nelson-Siegel model
León Valle, Ángel M.
;
Rubia, Antonio
;
Sanchis-Marco, Lidia
Apr-2019
Screening rules and portfolio performance
León Valle, Ángel M.
;
Navarro, Lluís
;
Nieto, Belén
18-Mar-2021
Backtesting VaR under the COVID-19 sudden changes in volatility
Castillo, Brenda
;
León Valle, Ángel M.
;
Ñíguez, Trino-Manuel
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Author
6
Ñíguez, Trino-Manuel
4
Carmona-Martínez, Julio
3
Castillo, Brenda
3
Mora-López, Juan
2
Martí, Mónica
.
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Backtesting
6
Expected shortfall
3
Risk aversion
3
Skewness
2
Executive stock options
.
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Date issued
12
2020 - 2024
6
2010 - 2019
1
2007 - 2009
Document type
19
Article
Language
19
English
Center, unit or service
2
Universidad de Alicante. Departam...
1
Universidad de Alicante. Departam...