//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Mora-Valencia, Andrés"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modified variance incorporatin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Backtesting
10
Risikomaß
9
Risk measure
9
Statistical distribution
8
Statistische Verteilung
8
Theorie
8
Theory
8
Portfolio selection
7
Portfolio-Management
7
ARCH model
6
ARCH-Modell
6
Value-at-risk
6
Emerging economies
5
Risikomanagement
5
Risk management
5
Schwellenländer
5
Cryptocurrencies
4
Option pricing theory
4
Optionspreistheorie
4
Virtual currency
4
Virtuelle Währung
4
Aktienindex
3
Capital income
3
Expected shortfall
3
Extreme value theory
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Gram-Charlier expansion
3
Hedge funds
3
Kapitaleinkommen
3
Median shortfall
3
Prognoseverfahren
3
Spillover effect
3
Spillover-Effekt
3
Stock index
3
Volatility
3
Volatilität
3
Black-Scholes model
2
Black-Scholes-Modell
2
more ...
less ...
Online availability
All
Undetermined
19
Free
8
Type of publication
All
Article
22
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
27
Undetermined
2
Author
All
Mora-Valencia, Andrés
Perote, Javier
123
Ñíguez, Trino-Manuel
25
Brio, Esther B. del
13
Neugebauer, Tibor
13
Brio, Esther B. Del
9
Cortes, Lina
9
Peel, David
9
Perote-Peña, Juan
7
Jiménez, Inés
6
Loos, Malte
6
Schmidt, Ulrich
6
Fuente, Gabriel de
5
Horra, Luis P. de la
5
Niguez, Trino-Manuel
5
Paya, Ivan
5
Payá, Ivan
5
Del Brio, Esther B.
4
Cortés, Lina M.
3
Del Brio, Esther
3
Fatas, Enrique
3
Peña, Javier Perote
3
Peña, Juan Perote
3
Pindado, Julio
3
Trespalacios, Alfredo
3
Vorsatz, Marc
3
del Brío, Esther
3
Castillo, José A.
2
Miguel, Alberto
2
Miguel, Alberto de
2
Rendón, Juan F.
2
Rubia, Antonio
2
Velasquez, Daniel
2
Vicente-Lorente, José David
2
Zúñiga-Vicente, José Ángel
2
Ñíguez, Trino Manuel
2
Arias, José Elías Tobar
1
BRIO, Esther B.
1
Benavides Franco, Julián
1
Brio González, Esther B. del
1
more ...
less ...
Published in...
All
Center for Research in Economics and Finance (CIEF), Working Papers
4
Emerging markets review
3
Finance research letters
2
Risk management : a journal of risk, crisis and disaster
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advances on international economics
1
Computational and mathematical organization theory
1
Emerging Markets Review
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Operations research letters
1
Physica A: Statistical Mechanics and its Applications
1
Research in international business and finance
1
Risk management : an international journal
1
The European journal of finance
1
The journal of operational risk
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
RePEc
2
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial market risk before and after the subprime crisis
Palomero, Isabel A.
;
Perote, Javier
;
Mora-Valencia, Andrés
- In:
Advances on international economics
,
(pp. 299-319)
.
2015
Persistent link: https://www.econbiz.de/10011445952
Saved in:
2
VaR performance during the subprime and sovereign debt crises : an application to emerging markets
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Emerging markets review
20
(
2014
),
pp. 23-41
Persistent link: https://www.econbiz.de/10010419480
Saved in:
3
Dynamic selection of Gram-Charlier expansions with risk targets : an application to cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Risk management : an international journal
24
(
2022
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10013163633
Saved in:
4
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
Cortés, Lina M.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012666975
Saved in:
5
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
6
Moral hazard and default risk of SMEs with collateralized loans
Castillo, José A.
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
26
(
2018
),
pp. 95-99
Persistent link: https://www.econbiz.de/10012005593
Saved in:
7
The return performance of cubic market model : an application to emerging markets
Mora-Valencia, Andrés
;
Perote, Javier
;
Arias, José …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2233-2241
Persistent link: https://www.econbiz.de/10011825306
Saved in:
8
Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
The European journal of finance
25
(
2019
)
17
,
pp. 1746-1764
Persistent link: https://www.econbiz.de/10012207145
Saved in:
9
Multivariate approximations to portfolio return distribution
Mora-Valencia, Andrés
;
Ñíguez, Trino-Manuel
;
Perote, …
- In:
Computational and mathematical organization theory
23
(
2017
)
3
,
pp. 347-361
Persistent link: https://www.econbiz.de/10011741979
Saved in:
10
Risk quantification for commodity ETFs: backtesting value-at-risk and expected shortfall
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of financial analysis
70
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012318296
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->