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Modelling conditional heterosk...
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León Valle, Ángel Manuel
19
Mora, Juan
9
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4
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4
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3
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Modelling prices in competitive electricity markets
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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
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2
Pricing options on asset with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000965231
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3
Pricing options on assets with predictable white noise returns
León Valle, Ángel Manuel
;
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000966054
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4
Modelización de la volatilidad del tipo de interés a corto plazo
Benito, Francisca
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001713842
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5
Evaluation of a taxi sector reform : a real options approach
Albertí, Meritxell
;
León Valle, Ángel Manuel
; …
-
2003
Persistent link: https://www.econbiz.de/10001907708
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6
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
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7
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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8
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
(
contributor
); …
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002201270
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9
Pricing executive stock options under employment shocks
Carmona Martínez, Julio
;
León Valle, Ángel Manuel
; …
-
2009
Persistent link: https://www.econbiz.de/10003914083
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10
An empirical comparison of the performance of alternative option pricing models
Ferreira, Eva
;
Gago, Mónica
;
León Valle, Ángel Manuel
; …
- In:
Investigaciones económicas
29
(
2005
)
3
,
pp. 483-523
Persistent link: https://www.econbiz.de/10003317868
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