Juncal Cuñado

University of Navarra

Camino del Cerro del Aguila, 3

Pamplona, Navarra 31080

Spain

SCHOLARLY PAPERS

2

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76

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Oil And Asset Classes Implied Volatilities: Dynamic Connectedness And Investment Strategies

Number of pages: 40 Posted: 17 Jun 2019
Webster University - Webster Vienna Private University, University of Navarra, Bournemouth University, Johannes Kepler University and University of Navarra
Downloads 75 (344,250)
Citation 4

Abstract:

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Dynamic connectedness; hedging strategies; volatility portfolios; oil prices; stock market indices

2.

Modelling Long‐Run Trends and Cycles in Financial Time Series Data

Journal of Time Series Analysis, Vol. 34, Issue 3, pp. 405-421, 2013
Number of pages: 17 Posted: 26 Apr 2013
Brunel University London - Department of Economics and Finance, University of Navarra and University of Navarra
Downloads 1 (706,651)
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Abstract:

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Fractional integration, Financial time series data, Trends, Cycles