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Multiplicative hazard models for studying the evolution of mortality

Guillén, Montserrat; Nielsen, Jens Perch; Perez-Marin, … - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 165-177

Persistent link: https://www.econbiz.de/10003732725

A robust unsupervised method for fraud rate estimation

Ai, Jing; Brockett, Patrick L.; Golden, Linda L.; … - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 121-143

Persistent link: https://www.econbiz.de/10009729149

Measuring uncertainty in the stock market

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: International review of economics & finance : IREF 48 (2017), pp. 18-33

Persistent link: https://www.econbiz.de/10011747070

Nonparametric estimation of extreme quantiles with an application to longevity risk

Bolancé, Catalina; Guillén, Montserrat - In: Risks : open access journal 9 (2021) 4, pp. 1-23

A new method to estimate longevity risk based on the kernel estimation of the extreme quantiles of truncated age-at-death distributions is proposed. Its theoretical properties are presented and a simulation study is reported. The flexible yet accurate estimation of extreme quantiles of...

Persistent link: https://www.econbiz.de/10012508762

Spillovers from the United States to Latin American and G7 stock markets : a VAR quantile analysis

Chuliá, Helena; Guillén, Montserrat; Uribe, Jorge - In: Emerging markets review 31 (2017), pp. 32-46

Persistent link: https://www.econbiz.de/10011803160

Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility

Vidal-Llana, Xenxo; Guillén, Montserrat - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014225819

European stock market volatility connectedness : the role of country and sector membership

Vidal-Llana, Xenxo; Uribe, Jorge; Guillén, Montserrat - In: Journal of international financial markets, … 82 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014245900

Quantile regression for cross-sectional and time series data : applications in energy markets using R

Uribe, Jorge; Guillén, Montserrat - 2020

Persistent link: https://www.econbiz.de/10012220345

Do former athletes make better managers? : evidence from a partially adapative grouped-data regression model

Caudill, Steven B.; Long, James Edgar - In: Empirical economics : a journal of the Institute for … 39 (2010) 1, pp. 275-290

Persistent link: https://www.econbiz.de/10003992911

Asymmetric farm-retail price transmission and market power : a new test

Acharya, Ram N.; Kinnucan, Henry W.; Caudill, Steven B. - In: Applied economics 43 (2011) 28/30, pp. 4759-4768

Persistent link: https://www.econbiz.de/10009389390