German Molina

Idalion Capital US LP

2711 Centerville Rd Ste 400

Wilmington, DE 19808

United States

SCHOLARLY PAPERS

8

DOWNLOADS

657

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

A Micro-Based Model for World Oil Market

Number of pages: 56 Posted: 13 Jun 2017
Inter-American Development Bank (IDB), Inter-American Development Bank (IDB), Universidad de los Andes, Colombia - School of Business Administration, Inter-American Development Bank (IDB)Instituto de Estudios Superiores de Administración (IESA) - Centro Internacional de Energía y Ambiente, Idalion Capital US LP and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 179 (210,388)

Abstract:

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2.

A Bayesian Time-Varying Approach to Risk Neutral Density Estimation

Number of pages: 42 Posted: 21 Jun 2015
Roberto Casarin, German Molina and Enrique ter Horst
University Ca' Foscari of Venice - Department of Economics, Idalion Capital US LP and Universidad de los Andes, Colombia - School of Business Administration
Downloads 119 (291,741)

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Bayesian Inference, Cubic Smoothing Splines, Dynamic Linear Models, Nonparametric Risk-Neutral Densities, Smoothing Parameter Estimation

3.

Heard It Through the Grapevine! How Peer-to-Peer Interaction Affects Customer Experience and Word-of-Mouth Intention in Different Service Environments: A Bayesian Approach

Number of pages: 45 Posted: 16 Nov 2017
CESA, Universidad de los Andes, Colombia - School of Business Administration, Idalion Capital US LP, CESA and Independent
Downloads 98 (332,995)

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Customer Experience, Bayesian Statistics

4.

Multilayer Network Analysis of Oil Linkages

Number of pages: 32 Posted: 01 Nov 2018
University Ca' Foscari of Venice - Department of Economics, Universidad de los Andes, Colombia - School of Business Administration, Idalion Capital US LP, Inter-American Development Bank (IDB), Independent and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 73 (397,594)
Citation 1

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Bayesian Graphical Models, Dynamic Multilayer Network analysis, Rigs, Pro- duction, Granger Causality, Oil Linkages

5.

Assets' Dependence Structure Implications for Portfolio Insurance

Number of pages: 27 Posted: 26 Sep 2018
Universidad de Los Andes - School of Management, Universidad de los Andes, Colombia - School of Business Administration, Idalion Capital US LP and Independent
Downloads 70 (406,854)
Citation 1

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tracking error, extreme risk management, copulas, portfolio insurance

6.

A Bayesian Dynamic Hedonic Regression Model for Art Prices

Number of pages: 29 Posted: 07 Feb 2019
Instituto de Estudios Superiores de Administración (IESA), affiliation not provided to SSRN, Idalion Capital US LP and Universidad de los Andes, Colombia - School of Business Administration
Downloads 60 (440,376)

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Art Returns, Hedonic Regression Model, Bayesian Analysis, Alternative Investments

7.

A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities

Ca' Foscari University of Venice Department of Economics Working Paper No. 22/WP/2014
Number of pages: 28 Posted: 09 Dec 2014
University Ca' Foscari of Venice - Department of Economics, University of Kent - Canterbury Campus, Idalion Capital US LP and Universidad de los Andes, Colombia - School of Business Administration
Downloads 36 (542,616)

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Bayesian inference, Beta random fields, Exchange Metropolis Hastings, Markov chain Monte Carlo, Risk neutral measure

8.

Risk Neutral Measure Determination from Price Ranges: Single Period Market Models.

Number of pages: 21 Posted: 08 May 2017
Henryk Gzyl, Enrique ter Horst and German Molina
IESA, Universidad de los Andes, Colombia - School of Business Administration and Idalion Capital US LP
Downloads 22 (627,129)

Abstract:

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Risk neutral measures, maximum entropy with errors in the data, bid-ask prices