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 10 14 54
A two-mean reverting-factor model of the term structure of interest rates 0 0 0 680 0 7 9 2,391
Australian Asian options 0 0 0 217 0 3 5 736
GARCH modeling of robust market returns 0 0 0 186 0 5 8 502
Long-term swings and seasonality in energy markets 0 0 0 11 1 9 12 78
Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers 0 0 0 24 1 4 6 117
On the relevance of modeling volatility for pricing purposes 0 0 0 328 0 4 4 918
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives 0 0 0 1,168 0 6 10 2,580
On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing 0 0 0 29 0 1 3 334
On the term structure of Interbank interest rates: jump-diffusion processes and option pricing 0 0 0 0 0 3 5 19
Pricing tranched credit products with generalized multifactor models 0 0 1 49 1 2 4 216
Risk management under a two-factor model of the term structure of interest rates 0 0 0 602 0 2 3 2,314
Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects 0 0 1 79 1 4 6 286
Total Working Papers 0 0 2 3,394 4 60 89 10,545
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 52 54 136
A term structure model under cyclical fluctuations in interest rates 0 0 2 10 4 6 12 73
A two‐mean reverting‐factor model of the term structure of interest rates 0 0 0 2 0 3 5 31
An approximate multi-period Vasicek credit risk model 1 3 8 52 2 12 25 151
Australian Options 0 0 0 4 0 2 5 41
Bond market completeness under stochastic strings with distribution-valued strategies 0 0 0 3 0 3 5 11
Estimating the distribution of total default losses on the Spanish financial system 0 0 0 9 1 6 8 65
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models 0 0 3 5 1 4 10 16
Long-term swings and seasonality in energy markets 0 0 1 2 4 16 26 55
Momentum-dependent power law measured in an interacting quantum wire beyond the Luttinger limit 0 0 0 0 0 4 4 6
Nonlinear spectra of spinons and holons in short GaAs quantum wires 0 0 0 0 0 2 2 3
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives 0 0 0 206 3 6 14 615
One-sided performance measures under Gram-Charlier distributions 0 0 0 10 0 4 8 56
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? 0 0 0 8 0 6 9 51
Portfolio selection with commodities under conditional copulas and skew preferences 0 0 0 4 1 7 8 52
Random LGD adjustments in the Vasicek credit risk model 0 0 1 19 0 5 10 43
Statistical properties and economic implications of jump-diffusion processes with shot-noise effects 0 0 0 23 0 3 3 88
Stochastic string models with continuous semimartingales 0 0 0 5 1 6 10 54
Tail risk in energy portfolios 0 0 0 12 3 7 9 71
The generalized Vasicek credit risk model: A Machine Learning approach 1 1 5 20 3 8 19 62
The impact of public attention during the COVID-19 pandemic 0 0 0 0 0 3 5 8
The stochastic string model as a unifying theory of the term structure of interest rates 0 0 1 5 1 5 17 46
Valuation of caps and swaptions under a stochastic string model 0 0 0 5 0 4 4 19
Total Journal Articles 2 4 21 421 24 174 272 1,753

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 2 6 7
Total Chapters 0 0 0 1 0 2 6 7

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Statistics updated 2026-03-04