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Modelling conditional heterosk...
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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
Saved in:
2
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
Saved in:
3
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
Saved in:
4
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
Saved in:
5
Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000965231
Saved in:
6
Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000966054
Saved in:
7
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
8
Evaluation of a taxi sector reform : a real options approach
Albertí, Meritxell
;
León Valle, Ángel Manuel
; …
-
2003
Persistent link: https://www.econbiz.de/10001907708
Saved in:
9
Smiling under stochastic volatility
León Valle, Ángel Manuel
;
Rubio, Gonzalo
- In:
Spanish economic review : SER
6
(
2004
)
1
,
pp. 52-75
Persistent link: https://www.econbiz.de/10001969217
Saved in:
10
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
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