Access Statistics for Manuel Moreno

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A term structure model under cyclical fluctuations in interest rates 0 0 1 21 1 2 3 41
A two-mean reverting-factor model of the term structure of interest rates 0 0 0 680 0 0 1 2,382
Australian Asian Options 0 0 0 0 0 1 1 48
Australian Asian options 0 0 0 217 0 0 0 731
GARCH modeling of robust market returns 0 0 0 186 0 0 0 494
Long-term swings and seasonality in energy markets 0 0 1 11 0 0 2 66
Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers 0 0 1 24 0 0 2 111
On the relevance of modeling volatility for pricing purposes 0 0 0 328 0 0 1 914
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives 0 1 1 1,168 0 2 4 2,570
On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing 0 0 0 29 0 1 1 331
On the term structure of Interbank interest rates: jump-diffusion processes and option pricing 0 0 0 0 0 0 0 14
Pricing tranched credit products with generalized multifactor models 0 0 0 48 0 1 1 212
Risk management under a two-factor model of the term structure of interest rates 0 0 0 602 0 0 3 2,311
Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects 0 1 1 79 0 1 2 281
Total Working Papers 0 2 5 3,393 1 8 21 10,506

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A cyclical square-root model for the term structure of interest rates 0 0 0 17 0 0 4 82
A term structure model under cyclical fluctuations in interest rates 2 2 2 10 2 2 2 63
A two‐mean reverting‐factor model of the term structure of interest rates 0 0 0 2 0 0 1 26
An approximate multi-period Vasicek credit risk model 1 3 7 46 1 3 15 128
Australian Options 0 0 0 4 0 0 1 36
Bond market completeness under stochastic strings with distribution-valued strategies 0 0 0 3 0 1 1 6
Estimating the distribution of total default losses on the Spanish financial system 0 0 1 9 0 1 3 58
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models 0 1 2 2 0 1 6 6
Long-term swings and seasonality in energy markets 0 0 0 1 0 0 2 29
Momentum-dependent power law measured in an interacting quantum wire beyond the Luttinger limit 0 0 0 0 0 0 0 2
Nonlinear spectra of spinons and holons in short GaAs quantum wires 0 0 0 0 0 0 0 1
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives 0 0 0 206 0 0 1 601
One-sided performance measures under Gram-Charlier distributions 0 0 0 10 0 1 1 48
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? 0 0 0 8 0 0 2 42
Portfolio selection with commodities under conditional copulas and skew preferences 0 0 0 4 0 0 1 44
Random LGD adjustments in the Vasicek credit risk model 0 2 7 18 0 2 9 33
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects 0 0 2 23 0 0 2 85
Stochastic string models with continuous semimartingales 0 0 1 5 0 0 2 44
Tail risk in energy portfolios 0 1 2 12 0 1 2 62
The generalized Vasicek credit risk model: A Machine Learning approach 0 0 3 15 1 2 9 44
The impact of public attention during the COVID-19 pandemic 0 0 0 0 1 2 2 4
The stochastic string model as a unifying theory of the term structure of interest rates 0 0 0 4 0 0 0 29
Valuation of caps and swaptions under a stochastic string model 0 0 1 5 0 0 1 15
Total Journal Articles 3 9 28 404 5 16 67 1,488

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
On the Empirical Behavior of Stochastic Volatility Models: Do Skewness and Kurtosis Matter? 0 0 0 1 0 0 0 1
Total Chapters 0 0 0 1 0 0 0 1

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Statistics updated 2025-05-12