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Modelling conditional heteroskedasticity : application to the "IBEX-35" stock-return index
León Valle, Ángel Manuel; Mora, Juan - In: Spanish economic review : SER 1 (1999) 3, pp. 215-238
Persistent link: https://www.econbiz.de/10001463551
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Estimating the expected shortfall of cryptocurrencies : an evaluation based on backtesting
Acereda, Beatriz; León Valle, Ángel Manuel; Mora, Juan - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430835
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The information content of options on the IBEX-35
Dewachter, Hans - In: Revista española de economía 13 (1996) 2, pp. 159-180
Persistent link: https://www.econbiz.de/10001225596
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New measures of monetary policy surprises and jumps in interest rates
León Valle, Ángel Manuel; Sebestyén, Szabolcs - In: Journal of banking & finance 36 (2012) 8, pp. 2323-2343
Persistent link: https://www.econbiz.de/10009656259
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Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
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Testing non-nested semiparametric models : an application to Engel curves specification
Delgado, Miguel A. - In: Journal of applied econometrics 13 (1998) 2, pp. 145-162
Persistent link: https://www.econbiz.de/10001241596
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Testing non-nested semiparametric models : an application to Engel curves specification
Delgado, Miguel A.; Mora, Juan - 1996 - 1. ed
Persistent link: https://www.econbiz.de/10000951716