Access Statistics for Manuel Moreno

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Working Paper	File Downloads				Abstract Views
Working Paper	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	2	2	18	60
A two-mean reverting-factor model of the term structure of interest rates	0	0	0	680	0	0	11	2,394
Australian Asian options	0	0	0	217	0	0	5	736
GARCH modeling of robust market returns	0	0	0	186	0	0	11	506
Long-term swings and seasonality in energy markets	0	0	0	11	0	0	17	83
Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers	0	0	0	24	1	2	9	122
On the relevance of modeling volatility for pricing purposes	0	0	0	328	0	0	8	922
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives	0	0	1	1,169	0	1	16	2,586
On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing	0	0	0	29	0	0	7	338
On the term structure of Interbank interest rates: jump-diffusion processes and option pricing	0	0	0	0	0	0	10	25
Pricing tranched credit products with generalized multifactor models	0	0	1	49	0	0	5	218
Risk management under a two-factor model of the term structure of interest rates	0	0	0	602	1	1	8	2,320
Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects	0	0	0	79	0	1	10	291
Total Working Papers	0	0	2	3,395	4	7	135	10,601

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	1	18	1	2	57	139
A term structure model under cyclical fluctuations in interest rates	0	0	0	10	0	0	12	75
A two‐mean reverting‐factor model of the term structure of interest rates	0	0	0	2	0	0	8	34
An approximate multi-period Vasicek credit risk model	1	2	7	55	1	4	25	161
Australian Options	0	0	0	4	1	1	11	47
Bond market completeness under stochastic strings with distribution-valued strategies	0	0	0	3	0	0	8	14
Estimating the distribution of total default losses on the Spanish financial system	0	0	0	9	0	1	9	67
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models	0	0	1	5	0	0	11	20
Long-term swings and seasonality in energy markets	0	0	1	2	3	7	53	82
Momentum-dependent power law measured in an interacting quantum wire beyond the Luttinger limit	0	0	0	0	0	0	6	8
Nonlinear spectra of spinons and holons in short GaAs quantum wires	0	0	0	0	0	0	3	4
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives	0	0	0	206	1	5	21	624
One-sided performance measures under Gram-Charlier distributions	0	0	0	10	0	0	9	58
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?	0	0	0	8	0	2	12	54
Portfolio selection with commodities under conditional copulas and skew preferences	0	0	0	4	0	0	7	52
Random LGD adjustments in the Vasicek credit risk model	0	0	1	20	0	0	14	50
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects	0	0	0	23	2	2	5	90
Stochastic string models with continuous semimartingales	0	0	0	5	0	1	13	57
Tail risk in energy portfolios	0	0	0	12	0	1	14	76
The generalized Vasicek credit risk model: A Machine Learning approach	0	0	2	20	0	0	27	74
The impact of public attention during the COVID-19 pandemic	0	0	0	0	1	2	7	11
The stochastic string model as a unifying theory of the term structure of interest rates	0	0	1	5	0	3	23	52
Valuation of caps and swaptions under a stochastic string model	0	0	0	5	0	0	7	22
Total Journal Articles	2	3	14	426	10	31	362	1,871

Chapter	File Downloads				Abstract Views
Chapter	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 2026-09-10