Access Statistics for Manuel Moreno

Author contact details at EconPapers.

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 0 0 4 42
A two-mean reverting-factor model of the term structure of interest rates 0 0 0 680 0 2 3 2,384
Australian Asian options 0 0 0 217 2 2 2 733
GARCH modeling of robust market returns 0 0 0 186 0 1 2 496
Long-term swings and seasonality in energy markets 0 0 0 11 1 1 2 67
Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers 0 0 0 24 0 1 2 113
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 0 1 1,168 1 2 5 2,572
On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing 0 0 0 29 0 1 2 332
On the term structure of Interbank interest rates: jump-diffusion processes and option pricing 0 0 0 0 0 1 1 15
Pricing tranched credit products with generalized multifactor models 0 0 0 48 0 0 2 213
Risk management under a two-factor model of the term structure of interest rates 0 0 0 602 0 0 1 2,312
Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects 0 0 1 79 0 0 1 281
Total Working Papers 0 0 3 3,393 4 11 28 10,474
1 registered items for which data could not be found

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 1 82
A term structure model under cyclical fluctuations in interest rates 0 0 2 10 2 2 4 65
A two‐mean reverting‐factor model of the term structure of interest rates 0 0 0 2 2 2 2 28
An approximate multi-period Vasicek credit risk model 0 1 7 49 2 4 19 139
Australian Options 0 0 0 4 1 2 2 38
Bond market completeness under stochastic strings with distribution-valued strategies 0 0 0 3 0 2 3 8
Estimating the distribution of total default losses on the Spanish financial system 0 0 1 9 0 1 4 59
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models 0 2 4 5 0 3 7 10
Long-term swings and seasonality in energy markets 0 1 1 2 1 3 3 32
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 4 4 6 607
One-sided performance measures under Gram-Charlier distributions 0 0 0 10 0 0 2 49
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? 0 0 0 8 0 0 1 42
Portfolio selection with commodities under conditional copulas and skew preferences 0 0 0 4 0 1 1 45
Random LGD adjustments in the Vasicek credit risk model 0 0 5 19 1 2 8 37
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects 0 0 1 23 0 0 1 85
Stochastic string models with continuous semimartingales 0 0 0 5 2 2 3 46
Tail risk in energy portfolios 0 0 2 12 0 2 4 64
The generalized Vasicek credit risk model: A Machine Learning approach 1 1 4 19 4 5 10 52
The impact of public attention during the COVID-19 pandemic 0 0 0 0 0 0 2 4
The stochastic string model as a unifying theory of the term structure of interest rates 0 1 1 5 2 3 3 32
Valuation of caps and swaptions under a stochastic string model 0 0 1 5 0 0 1 15
Total Journal Articles 1 6 29 417 21 38 87 1,542

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 1 1 1 2
Total Chapters 0 0 0 1 1 1 1 2

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Statistics updated 2025-11-08