Cercar per Autor Mora-López, Juan
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Items
Accés | Vista prèvia | Data publicació | Títol | Autor/s |
| | 15-de maig-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-de gener-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 |
| | de març-2020 | Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting | Acereda Serrano, Beatriz; León Valle, Ángel M.; Mora-López, Juan |
| | 18-de novembre-2022 | Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities? | Castillo, Brenda; León Valle, Ángel M.; Mora-López, Juan |
| | 9-d’agost-2019 | Forecasting global solar irradiance for various resolutions using time series models - case study: Algeria | Takilalte, Abdelatif; Harrouni, Samia; Mora-López, Juan |