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Beneath the surface : the impact of radical economic reforms on the outward orientation of Argentine and Mendozan firms, 1989 - 1995

Toulan, Omar N.; Guillén, Mauro F. - In: Journal of Latin American studies 29 (1997) 2, pp. 395-418

Persistent link: https://www.econbiz.de/10015140116

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

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

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

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

Estimation of parametric and nonparametric models for univariate loss distributions in finance : an approach using R

Pitt, David C.; Guillén, Montserrat; Bolancé, Catalina - In: Journal of financial education 42 (2016) 1/2, pp. 154-175

Persistent link: https://www.econbiz.de/10011626033

Quantile Regression for Cross-Sectional and Time Series Data : Applications in Energy Markets Using R

Uribe, Jorge; Guillén, Montserrat - 2020 - 1st ed. 2020.

Why and When Should Quantile Regression Be Used?- A Case of Study: Modelling Energy Markets by the Means of Quantile Regression -- Quantile Regression: A Methodological Overview -- Cross-Sectional Quantile Regression -- Time Series Quantile Regression -- Goodness of Fit in Quantile Regression...

Persistent link: https://www.econbiz.de/10012399314

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

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

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