JUAN MORA LÓPEZ-rekin lankidetzan egindako argitalpenak (6)

2023

  1. Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood

    Communications in Statistics: Simulation and Computation

2022

  1. Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?

    Mathematics, Vol. 10, Núm. 22

2020

  1. Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting

    Finance Research Letters, Vol. 33

2009

  1. Primer curso de la titulación de Economía

    Investigaciones colaborativas en el ámbito universitario: propuestas para el cambio (Instituto de Ciencias de la Educación), pp. 2222-2309

1999

  1. Modelling conditional heteroskedasticity: Application to the Application to the "IBEX-35" stock-return index

    Spanish economic review, Vol. 1, Núm. 3, pp. 215-238

1996

  1. Modelling conditional heteroskedasticity: application to stock return index "IBEX-35"

    Instituto Valenciano de Investigaciones Económicas (IVIE)