Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Julián Andrada Félix"'
Publikováno v:
Rect@, Vol Actas_8, Iss 1, p 30 (2000)
Los cursos de métodos cuantitativos que se imparten en las distintas facultades de Ciencias Económicas y Empresariales en general, permiten al alumno disponer de una serie de programas informáticos -cajas negras- que le otorgan la capacidad de rea
Externí odkaz:
https://doaj.org/article/ce4b8e37a0c54d629dfbd1f9b9e42435
Publikováno v:
E-Prints Complutense. Archivo Institucional de la UCM
instname
instname
This paper tries to shed light on the historical analogies of the ongoing COVID-19 pandemic. To that end, we compare the sample distribution of Dow Jones Industrial Average Index returns for a 420-day period (from 2 January 2020 to 31 August 2021), w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1975fa84ab10f5539b32455969efcd74
Publikováno v:
Mathematics and computers in simulation. 197
We propose a methodology for estimating the evolution of the epidemiological parameters of a SIRD model (acronym of Susceptible, Infected, Recovered and Deceased individuals) which allows to evaluate the sanitary measures taken by the government, for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0bcef21141c710e20bf0bdff13328094
https://pubmed.ncbi.nlm.nih.gov/35185269
https://pubmed.ncbi.nlm.nih.gov/35185269
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Publikováno v:
The North American Journal of Economics and Finance. 57:101438
This paper analyses the unbiasedness hypothesis between spot and forward volatility, using both the actual and the continuous path of realised volatility, and focusing on long-memory properties. For this purpose, we use daily realised volatility with
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8d98e70ded08235aa2eef37164165c10
https://doi.org/10.1016/j.najef.2021.101438
https://doi.org/10.1016/j.najef.2021.101438
Publikováno v:
Journal of International Financial Markets, Institutions and Money. 67:101219
This paper examines the volatility interconnection between the main cryptocurrencies and traditional currencies during the period of February 2014-September 2018 using both a framework proposed by Diebold and Yilmaz (2014) and the modified approach o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::80d25befba6589696000dc89c90b3f79
https://doi.org/10.1016/j.intfin.2020.101219
https://doi.org/10.1016/j.intfin.2020.101219
Publikováno v:
E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid
E-Prints Complutense. Archivo Institucional de la UCM
instname
Universidad Complutense de Madrid
E-Prints Complutense. Archivo Institucional de la UCM
instname
This study investigates the interconnection between five implied volatility indices representative of different financial markets during the period 1 August 2008–29 December 2017. To this end, we first perform a static and dynamic analysis to measu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d509a4403512c234b83b1482b73ea0b
Autor:
Simón Sosvilla Rivero, Adrián Fernández Pérez, Fernando Fernández Rodríguez, Julián Andrada Félix
Publikováno v:
SSRN Electronic Journal.
This paper examines the interconnection between four implied volatility indices representative of the investors' consensus view of expected stock market volatility at different maturities during the period from 3 January 2011 to 4 May 2018. To this e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6ca9964bf775609acf3e6cec5d0461b5
https://doi.org/10.2139/ssrn.3256112
https://doi.org/10.2139/ssrn.3256112
Publikováno v:
Applied Economics Letters. 23:465-470
In this article, we analyse the co-movements of daily stock prices and government bond prices during the last 25 years, in major Western stock markets, extending previous results to take into account the impact of the current crisis. Our results conf
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::418d2df21c53b9ada1d5ceeee52d7139
https://doi.org/10.1080/13504851.2015.1083072
https://doi.org/10.1080/13504851.2015.1083072
Publikováno v:
Biblos-e Archivo. Repositorio Institucional de la UAM
instname
instname
En este trabajo ofrecemos una visión general y actualizada sobre diferentes estrategias de negociación en activos de renta fija que hacen uso de la estructura temporal de tipos de interés (ETTI) en su implementación. Con dicho propósito, hemos c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db4556378563104cca9f236222375a23
http://www.elsevier.es/es-revista-cuadernos-economia-329-articulo-la-estructura-temporal-los-tipos-90359498
http://www.elsevier.es/es-revista-cuadernos-economia-329-articulo-la-estructura-temporal-los-tipos-90359498
Publikováno v:
Biblos-e Archivo. Repositorio Institucional de la UAM
instname
instname
En este trabajo hemos pretendido ofrecer una visión general sobre la estructura temporal de tipos de interés (ETTI). Con dicho propósito, hemos comenzado explicando el significado económico de ETTI, para posteriormente hacer una revisión de los
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fabae1202a9e90963bda4d90951bce80
http://apps.elsevier.es/watermark/ctl_servlet?_f=10&pident_articulo=90209812&pident_usuario=0&pcontactid=&pident_revista=329&ty=130&accion=L&origen=zonadelectura&web=zl.elsevier.es&lan=es&fichero=329v36n101a90209812pdf001.pdf
http://apps.elsevier.es/watermark/ctl_servlet?_f=10&pident_articulo=90209812&pident_usuario=0&pcontactid=&pident_revista=329&ty=130&accion=L&origen=zonadelectura&web=zl.elsevier.es&lan=es&fichero=329v36n101a90209812pdf001.pdf