Items
Acceso | Vista previa | Fecha de publicación | Título | Autor/es |
| | 18-mar-2021 | Backtesting VaR under the COVID-19 sudden changes in volatility | Castillo, Brenda; León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 20-sep-2021 | Copula methods for evaluating relative tail forecasting performance | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 20-jun-2012 | Does stock return predictability affect ESO fair value? | Carmona-Martínez, Julio; León Valle, Ángel M.; Vaello-Sebastià, Antoni |
| | 2020 | Economic stress in non-poor Spanish households during the Great Recession | Ródenas, Carmen; Martí, Mónica; 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 |
| | 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 |
| | 25-sep-2007 | Investment option under CIR interest rates | Carmona-Martínez, Julio; León Valle, Ángel M. |
| | sep-2020 | Modeling asset returns under time-varying semi-nonparametric distributions | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 2017 | A new pattern in international mobility? The case of Spain in the Great Crisis | Ródenas, Carmen; Martí, Mónica; León Valle, Ángel M. |
| | 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 |
| | ene-2017 | One-sided performance measures under Gram-Charlier distributions | León Valle, Ángel M.; Moreno, Manuel |
| | 17-oct-2022 | Pandemic effects in the Solow growth model | Carmona-Martínez, Julio; León Valle, Ángel M. |
| | 7-oct-2021 | Polynomial adjusted Student-t densities for modeling asset returns | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 13-ago-2010 | Pricing executive stock optons under employment shocks | Carmona-Martínez, Julio; León Valle, Ángel M.; Vaello-Sebastià, Antoni |
| | 1998 | Procesos estocásticos en tiempo continuo y aplicaciones a los activos financieros derivados | León Valle, Ángel M. |
| | abr-2019 | Screening rules and portfolio performance | León Valle, Ángel M.; Navarro, Lluís; Nieto, Belén |
| | 17-jun-2023 | Skewness in energy returns: Estimation, testing and implications for tail risk | Carnero, M. Angeles; 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 |
| | 27-jun-2023 | Valuing Forestry Agronomic Potential under Seasonal Mean-Reverting Prices | León Valle, Ángel M.; Marín, Eyda; Toscano, David |