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 1 2 15 56
A two-mean reverting-factor model of the term structure of interest rates 0 0 0 680 2 3 12 2,394
Australian Asian options 0 0 0 217 0 0 5 736
GARCH modeling of robust market returns 0 0 0 186 4 4 12 506
Long-term swings and seasonality in energy markets 0 0 0 11 0 5 16 82
Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers 0 0 0 24 1 4 9 120
On the relevance of modeling volatility for pricing purposes 0 0 0 328 4 4 8 922
On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives 1 1 1 1,169 4 5 15 2,585
On the term structure of Interbank interest rates: Jump-diffusion processes and option pricing 0 0 0 29 1 3 6 337
On the term structure of Interbank interest rates: jump-diffusion processes and option pricing 0 0 0 0 3 5 10 24
Pricing tranched credit products with generalized multifactor models 0 0 1 49 1 3 6 218
Risk management under a two-factor model of the term structure of interest rates 0 0 0 602 5 5 8 2,319
Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects 0 0 0 79 3 4 8 289
Total Working Papers 1 1 2 3,395 29 47 130 10,588
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 1 55 137
A term structure model under cyclical fluctuations in interest rates 0 0 0 10 2 6 12 75
A two‐mean reverting‐factor model of the term structure of interest rates 0 0 0 2 3 3 8 34
An approximate multi-period Vasicek credit risk model 0 1 6 52 3 6 27 155
Australian Options 0 0 0 4 4 4 9 45
Bond market completeness under stochastic strings with distribution-valued strategies 0 0 0 3 2 2 7 13
Estimating the distribution of total default losses on the Spanish financial system 0 0 0 9 1 2 8 66
Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models 0 0 3 5 3 4 13 19
Long-term swings and seasonality in energy markets 0 0 1 2 8 22 44 73
Momentum-dependent power law measured in an interacting quantum wire beyond the Luttinger limit 0 0 0 0 0 1 5 7
Nonlinear spectra of spinons and holons in short GaAs quantum wires 0 0 0 0 1 1 3 4
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives 0 0 0 206 2 5 16 617
One-sided performance measures under Gram-Charlier distributions 0 0 0 10 2 2 10 58
Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? 0 0 0 8 0 1 10 52
Portfolio selection with commodities under conditional copulas and skew preferences 0 0 0 4 0 1 8 52
Random LGD adjustments in the Vasicek credit risk model 1 1 2 20 3 6 16 49
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 2 3 12 56
Tail risk in energy portfolios 0 0 0 12 2 5 11 73
The generalized Vasicek credit risk model: A Machine Learning approach 0 1 5 20 6 12 27 71
The impact of public attention during the COVID-19 pandemic 0 0 0 0 1 1 5 9
The stochastic string model as a unifying theory of the term structure of interest rates 0 0 1 5 1 3 19 48
Valuation of caps and swaptions under a stochastic string model 0 0 0 5 3 3 7 22
Total Journal Articles 1 3 18 422 49 94 335 1,823

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 2026-05-06