Publicaciones en colaboración con investigadores/as de Universidad de Castilla-La Mancha (2)

2017

  1. One-sided performance measures under Gram-Charlier distributions

    Journal of Banking and Finance, Vol. 74, pp. 38-50

2005

  1. Autoregresive conditional volatility, skewness and kurtosis

    Quarterly Review of Economics and Finance, Vol. 45, Núm. 4-5, pp. 599-618