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 1 2 52
The productivity of top researchers: A semi-nonparametric approach 1 1 1 18 1 2 2 42
Total Working Papers 1 1 2 73 1 3 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
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 2 3 6 44
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 2 2 1 4 8 8
CDS: relación con índices accionarios y medida de riesgo 0 0 0 15 0 2 3 157
CDS: relación con índices accionarios y medida de riesgo 0 3 5 28 3 8 19 144
Consideraciones en la estimación de cuantiles altos en el riesgo operativo 0 0 1 36 0 0 1 157
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 0 1 1 1 2 8
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 1 6 1 2 4 17
Earnings management to avoid losses: Evidence in non-listed Colombian companies 0 0 1 1 0 2 5 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 1 2 0 5 7 10
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 0 3 2 3 6 27
Measuring firm size distribution with semi-nonparametric densities 0 0 1 1 0 1 2 28
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 3 3 0 2 6 7
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 34 1 4 9 103
Moral hazard index for credit risk to SMEs 0 0 2 6 0 1 6 12
Moral hazard index for credit risk to SMEs 0 0 2 5 1 1 5 15
Multivariate approximations to portfolio return distribution 0 0 0 1 2 3 3 26
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 2 3 1 4 9 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 1 3 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 1 1 3 12 4 4 10 61
Risk quantification in turmoil markets 0 0 0 3 0 1 1 34
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 1 2 47
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 5 1 1 2 27
Skew index: Descriptive analysis, predictive power, and short-term forecast 0 0 2 10 0 5 8 48
Testing expected shortfall: an application to emerging market stock indices 0 0 0 13 0 2 2 41
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 0 2 3 21
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 1 11 1 1 2 61
The productivity of top researchers: a semi-nonparametric approach 0 0 0 4 0 0 0 48
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 14 0 0 4 65
Total Journal Articles 1 4 38 286 21 64 148 1,458

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 1 1 1 3 6 15
Total Chapters 0 0 1 1 1 3 6 15

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Statistics updated 2025-03-03