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Outliers, GARCH-type models and risk measures : a comparison of several approaches

Grané, Aurea; Almeida, Helena Tenório Veiga de - In: Journal of empirical finance 26 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10010472010

Mathematical and statistical methods for actuarial sciences and finance : MAF 2018

Corazza, Marco (ed.); Durbán, María (ed.); … - MAF <8., 2018, Madrid> - 2018

Persistent link: https://www.econbiz.de/10011849609

Asymmetry, realised volatility and stock return risk estimates

Grané, Aurea; Veiga, Helena - In: Portuguese economic journal 11 (2012) 2, pp. 147-164

Persistent link: https://www.econbiz.de/10009581964

Data depth for mixed-type data through MDS : an application to biological age imputation

Cascos, Ignacio; Grané, Aurea; Qian, Jingye - In: Socio-economic planning sciences : the international … 98 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015330315

Models for expected returns with statistical factors

Cueto, José Manuel; Grané, Aurea; Cascos, Ignacio - In: Journal of risk and financial management : JRFM 13 (2020) 12/314, pp. 1-17

In this paper, we propose multifactor models for the pan-European Equity Market using a block-bootstrap method and compare the results with those of traditional inferential techniques. The new factors are built from statistical measurements on stock prices - in particular, coefficient of...

Persistent link: https://www.econbiz.de/10012392578

How functional data can enhance the estimation of health expectancy : the case of disabled Spanish population

Albarrán, Irene; Alonso-González, Pablo J.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 57-84

Persistent link: https://www.econbiz.de/10012105339

Robust multivariate analysis for mixed-type data : novel algorithm and its practical application in socio-economic research

Grané, Aurea; Salini, Silvia; Verdolini, Elena - In: Socio-economic planning sciences : the international … 73 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012496481

Long term care insurance pricing in Spanish population : a functional data approach

Albarrán, Irene; Alonso-González, Pablo J.; Grané, Aurea - In: The European journal of finance 26 (2020) 2/3, pp. 258-276

Persistent link: https://www.econbiz.de/10012207207

The robustification of distance-based linear models : some proposals

Boj, Eva; Grané, Aurea - In: Socio-economic planning sciences : the international … 95 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015100742