Pilar Soriano

University of Valencia - Department of Financial Economics

Avda. de los naranjos s/n

Valencia, 46022

Spain

SCHOLARLY PAPERS

3

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1,174

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

1.
Downloads 1,036 ( 21,376)
Citation 4

Volatility Transmission Models: A Survey

Number of pages: 46 Posted: 11 Mar 2005
Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 680 (38,150)
Citation 8

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Volatility transmission, GARCH, Regime Switching, Stochastic Volatility

Volatility Transmission Models: A Survey

Revista de Economía Financiera, Forthcoming
Number of pages: 65 Posted: 20 Sep 2006
Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics
Downloads 356 (86,038)

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Volatility transmission, GARCH, Regime Switching, Stochastic Volatility

2.

Volatility Transmission Patterns and Terrorist Attacks

Number of pages: 29 Posted: 18 Feb 2007
University of Barcelona - Faculty of Economic Science and Business Studies, University of Valencia - Department of Financial Economics, University of Valencia - Department of Financial Economics and University of Valencia
Downloads 138 (217,201)
Citation 1

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3.

Region vs. Industry Effects and Volatility Transmission

Financial Analysts Journal, Vol. 62, No. 6, pp. 52-64, November/December 2006
Posted: 20 Jan 2007
Pilar Soriano and Francisco J. Climent
University of Valencia - Department of Financial Economics and University of Valencia - Department of Financial Economics

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Portfolio Management, Equity Strategies, Asset Allocation