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Distributional linkages betwee...
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1
Conditional return asymmetries in the sovereign-bank nexus
Gálvez, Julio
;
Mencía, Javier
-
2018
Persistent link: https://www.econbiz.de/10012018554
Saved in:
2
Testing non-linear dependence in the hedge fund industry
Mencía, Javier
-
2010
Persistent link: https://www.econbiz.de/10003955721
Saved in:
3
Testing nonlinear dependence in the hedge fund industry
Mencía, Javier
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 545-587
Persistent link: https://www.econbiz.de/10009571508
Saved in:
4
Assessing the risk-return trade-off in loan portfolios
Mencía, Javier
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1665-1677
Persistent link: https://www.econbiz.de/10009616442
Saved in:
5
Parametric properties of semi-nonparametric distributions, with applications to optain valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
-
2007
Persistent link: https://www.econbiz.de/10003765218
Saved in:
6
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
-
2006
Persistent link: https://www.econbiz.de/10003284893
Saved in:
7
Modelling the distribution of credit losses with observable and latent factors
Jiménez, Gabriel
;
Mencía, Javier
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 235-253
Persistent link: https://www.econbiz.de/10003839314
Saved in:
8
Distributional tests in multivariate dynamic models with normal and student t innovations
Mencía, Javier
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848036
Saved in:
9
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848138
Saved in:
10
Parametric properties of semi-nonparametric distributions, with applications to option valuation
León Valle, Ángel Manuel
;
Mencía, Javier
;
Sentana, …
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 176-192
Persistent link: https://www.econbiz.de/10003885778
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