Browsing by Author Mora-López, Juan
Showing results 1 to 6 of 6
Items
Access | Preview | Issue Date | Title | Author(s) |
| | 15-May-2015 | An adaptive algorithm for clustering cumulative probability distribution functions using the Kolmogorov–Smirnov two-sample test | Mora-López, Llanos; Mora-López, Juan |
| | 2022 | Congreso de estadística online: un acercamiento al uso de la estadística en el ámbito económico | Pérez-Sánchez, Belén; Tena González, Juan Manuel; Estañ Pereña, Teresa, et al |
| | 16-Jan-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 |
| | Mar-2020 | Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting | Acereda Serrano, Beatriz; León Valle, Ángel M.; Mora-López, Juan |
| | 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 |
| | 9-Aug-2019 | Forecasting global solar irradiance for various resolutions using time series models - case study: Algeria | Takilalte, Abdelatif; Harrouni, Samia; Mora-López, Juan |