Access Statistics for Andrés Mora Valencia

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
Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach 0 0 1 25 0 0 5 72
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 0 0 2 52
The productivity of top researchers: A semi-nonparametric approach 0 1 1 18 0 1 2 42
Total Working Papers 0 1 2 73 0 1 9 166

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets 0 0 1 2 0 0 1 18
A note on the standard measurement approach versus the loss distribution approach–advanced measurement approach: the dawning of a new regulation 1 2 2 2 1 3 3 3
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 1 6 10 48
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 2 2 0 3 10 10
CDS: relación con índices accionarios y medida de riesgo 2 4 8 32 11 21 34 162
CDS: relación con índices accionarios y medida de riesgo 0 0 0 15 2 2 5 159
Consideraciones en la estimación de cuantiles altos en el riesgo operativo 0 0 0 36 0 1 1 158
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 0 1 0 1 2 8
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 1 6 0 1 4 17
Earnings management to avoid losses: Evidence in non-listed Colombian companies 0 0 0 1 0 0 2 6
El uso de la distribución g-h en riesgo operativo 0 0 0 6 0 0 0 66
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 0 2 0 0 5 10
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 0 3 0 2 5 27
Measuring firm size distribution with semi-nonparametric densities 0 0 1 1 0 0 2 28
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 3 0 0 4 7
Moral hazard and default risk of SMEs with collateralized loans 0 0 1 34 0 1 7 103
Moral hazard index for credit risk to SMEs 0 0 2 6 0 0 5 12
Moral hazard index for credit risk to SMEs 0 0 1 5 0 1 2 15
Multivariate approximations to portfolio return distribution 0 0 0 1 0 2 3 26
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 0 3 0 1 6 14
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 2 7 0 0 3 37
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 13 0 0 0 48
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 0 2 6
Quantifying Risk in Traditional Energy and Sustainable Investments 0 0 2 3 0 0 3 20
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 1 1 0 0 2 3
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 1 9 0 0 1 24
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 2 3 13 0 5 9 62
Risk quantification in turmoil markets 0 0 0 3 1 1 2 35
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 0 2 47
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 5 0 1 2 27
Skew Index: a machine learning forecasting approach 1 4 8 8 2 12 23 23
Skew index: Descriptive analysis, predictive power, and short-term forecast 1 1 3 11 3 3 11 51
Testing expected shortfall: an application to emerging market stock indices 0 0 0 13 0 0 2 41
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 0 0 3 21
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 0 1 1 61
The productivity of top researchers: a semi-nonparametric approach 0 0 0 4 0 1 1 49
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 1 2 15 0 1 4 66
Total Journal Articles 5 14 43 303 21 70 182 1,518

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions 0 0 0 1 0 1 5 15
Total Chapters 0 0 0 1 0 1 5 15

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Statistics updated 2025-05-12