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González-Pedraz, Carlos's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
687 |
Total
Citations
2 |
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Cartea, Álvaro University College London González-Pedraz, Carlos Universidad Carlos III de Madrid
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14 Jul 10
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11 Mar 13
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227
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Real options, bull call spread, interconnector, electricity prices, jumps, jump filter
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2.
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González-Pedraz, Carlos Universidad Carlos III de Madrid Moreno, Manuel University of Castilla-La Mancha Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
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219
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Asymmetric DCC, multivariate generalized hyperbolic distributions, tail risk, skewness, risk measure backtests
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3.
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González-Pedraz, Carlos Universidad Carlos III de Madrid Moreno, Manuel University of Castilla-La Mancha Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration
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19 Apr 12
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Last Revised:
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19 Nov 12
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215
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Portfolio selection, commodity futures, conditional copulas, skew preferences
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4.
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González-Pedraz, Carlos Universidad Carlos III de Madrid Mayordomo, Sergio University of Navarra - School of Economics and Business Administration
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Intangible assets, trademarks, Tobin’s q, abnormal returns, event studies
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Records 1 -
4
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