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Evaluating value at risk using selection criteria of the model and the information set

Gargallo, Pilar; Miguel, Jesús; Olave Rubio, Pilar; … - In: Applied financial economics 20 (2010) 16/18, pp. 1415-1428

Persistent link: https://www.econbiz.de/10009010927

Políticas de población

Miguel, Jesús M. de; Díez Nicolás, Juan - 1985

Persistent link: https://www.econbiz.de/10000698843

Notas sobre la estructura social del campo español

Miguel, Jesús M. de - 1970

Persistent link: https://www.econbiz.de/10002483318

Sistemas y políticas de educación superior

Iglesias de Ussel, Julio; Miguel, Jesús M. de; … - 2009

Persistent link: https://www.econbiz.de/10003878785

La realidad social de España

Iglesias de Ussel, Julio; Chulía, Elisa; Miguel, Amando de - 2016 - Primera edición

Persistent link: https://www.econbiz.de/10011537773

España 2015 : situación social

Torres Albero, Cristóbal (ed.); … - Centro de Investigaciones Sociológicas <Madrid> - 2015 - 1. edición

Persistent link: https://www.econbiz.de/10011480026

Dynamic comparison of portfolio risk : clean vs dirty energy

Gargallo, Pilar; Lample, Luis; Miguel, Jesús; … - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013455537

Prima de riesgo y volatilidad en el mercado de valores español

Alcalá Nalvaiz, José-Tomás - In: Revista de economía aplicada : publicación cuatrimestral 1 (1993) 3, pp. 95-117

Persistent link: https://www.econbiz.de/10001163670

Adjusting Forecast Intervals in Arch-M Models

Miguel, Jesus; Olave, Pilar - 2004

In this paper, we extend predictor expressions from an ARMA model with GARCH(1,1) innovations that allow for the conditional variance to be a regressor variable. We also obtain all the theoretical moments of the multi-step prediction error distribution from this model. The forecast error has a...

Persistent link: https://www.econbiz.de/10014111320

The efficacy of university training programmes : a semi-parametric Bayesian approach

Olave Rubio, Pilar; Salvador, Manuel - In: Applied economics letters 13 (2006) 8, pp. 511-518

Persistent link: https://www.econbiz.de/10003348047