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Moreno, Manuel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,910 |
Total
Citations
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1.
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Moreno, Manuel
University of Castilla-La Mancha
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966
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2.
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Moreno, Manuel
University of Castilla-La Mancha
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467
(27,862)
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3.
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Moreno, Manuel
University of Castilla-La Mancha Navas, Javier F.
Pablo de Olavide University
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20 Nov 07
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Last Revised:
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07 Dec 07
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424
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Least-Squares Monte Carlo, Option Pricing, American Options
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4.
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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
(68,150)
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Asymmetric DCC, multivariate generalized hyperbolic distributions, tail risk, skewness, risk measure backtests
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5.
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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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214
(69,776)
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Portfolio selection, commodity futures, conditional copulas, skew preferences
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6.
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Moreno, Manuel
University of Castilla-La Mancha
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150
(97,929)
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Term structure of interest rates, bond pricing equation, two-factor models, Ornstein-Uhlenbeck process, CIR process
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7.
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Moreno, Manuel
University of Castilla-La Mancha Navas, Javier F.
Pablo de Olavide University
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131
(109,958)
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Asian Options, Arithmetic Average, Geometric Average, Edgeworth Expansion, Lognormal Distribution, Gamma Distribution
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8.
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Moreno, Manuel
University of Castilla-La Mancha Platania, Federico
University of Castilla-La Mancha
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116
(121,238)
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square-root process, interest rates, term structure, continuous-time model, harmonic waves, martingale
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9.
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Moreno, Manuel
University of Castilla-La Mancha Platania, Federico
University of Castilla-La Mancha
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91
(144,068)
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CKLS model, interest rates, term structure, continuous-time model, harmonic waves, martingale
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10.
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Marroquin-Martinez, Naroa
University of the Basque Country - Departamento de Economia Aplicada III (Econometria y Estadistica) Moreno, Manuel
University of Castilla-La Mancha
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26 Nov 10
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Last Revised:
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05 Dec 10
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58
(186,912)
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Incomplete Markets, Stochastic Volatility Model, CIR Process, Ornstein-Uhlenbeck Process, Good-deal Bounds
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11.
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Moreno, Manuel
University of Castilla-La Mancha Dana, Samy
School of Economics of Sao Paulo - Department of Finance
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50
(200,418)
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Kyoto protocol, Price transmission, Volatility transmission, Certified Emissions Reduction
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12.
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Moreno, Manuel
University of Castilla-La Mancha Serrano, Pedro
affiliation not provided to SSRN Stute, Winfried
University of Giessen
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24
(261,446)
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Shot Noise, Characteristic Function, Spectral Density
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13.
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Moreno, Manuel
University of Castilla-La Mancha Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration
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