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 0 21 0 3 17 58
A two-mean reverting-factor model of the term structure of interest rates 0 0 0 680 0 2 12 2,394
Australian Asian options 0 0 0 217 0 0 5 736
GARCH modeling of robust market returns 0 0 0 186 0 4 11 506
Long-term swings and seasonality in energy markets 0 0 0 11 0 1 17 83
Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers 0 0 0 24 1 2 10 121
On the relevance of modeling volatility for pricing purposes 0 0 0 328 0 4 8 922
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives 0 1 1 1,169 1 5 16 2,586
On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing 0 0 0 29 0 2 7 338
On the term structure of Interbank interest rates: jump-diffusion processes and option pricing 0 0 0 0 0 4 11 25
Pricing tranched credit products with generalized multifactor models 0 0 1 49 0 1 5 218
Risk management under a two-factor model of the term structure of interest rates 0 0 0 602 0 5 7 2,319
Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects 0 0 0 79 1 5 10 291
Total Working Papers 0 1 2 3,395 3 38 136 10,597
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 1 1 56 138
A term structure model under cyclical fluctuations in interest rates 0 0 0 10 0 2 12 75
A two‐mean reverting‐factor model of the term structure of interest rates 0 0 0 2 0 3 8 34
An approximate multi-period Vasicek credit risk model 1 2 7 54 2 7 29 159
Australian Options 0 0 0 4 0 5 10 46
Bond market completeness under stochastic strings with distribution-valued strategies 0 0 0 3 0 3 8 14
Estimating the distribution of total default losses on the Spanish financial system 0 0 0 9 0 1 8 66
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models 0 0 2 5 0 4 13 20
Long-term swings and seasonality in energy markets 0 0 1 2 0 10 46 75
Momentum-dependent power law measured in an interacting quantum wire beyond the Luttinger limit 0 0 0 0 0 1 6 8
Nonlinear spectra of spinons and holons in short GaAs quantum wires 0 0 0 0 0 1 3 4
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives 0 0 0 206 1 5 18 620
One-sided performance measures under Gram-Charlier distributions 0 0 0 10 0 2 9 58
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? 0 0 0 8 1 1 11 53
Portfolio selection with commodities under conditional copulas and skew preferences 0 0 0 4 0 0 8 52
Random LGD adjustments in the Vasicek credit risk model 0 1 1 20 0 4 15 50
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects 0 0 0 23 0 0 3 88
Stochastic string models with continuous semimartingales 0 0 0 5 0 2 12 56
Tail risk in energy portfolios 0 0 0 12 1 5 14 76
The generalized Vasicek credit risk model: A Machine Learning approach 0 0 3 20 0 9 28 74
The impact of public attention during the COVID-19 pandemic 0 0 0 0 0 1 5 9
The stochastic string model as a unifying theory of the term structure of interest rates 0 0 1 5 3 5 23 52
Valuation of caps and swaptions under a stochastic string model 0 0 0 5 0 3 7 22
Total Journal Articles 1 3 15 424 9 75 352 1,849

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 6 7
Total Chapters 0 0 0 1 0 0 6 7

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Statistics updated 2026-07-10