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 0 25 5 5 11 83
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 2 11 16 68
The productivity of top researchers: A semi-nonparametric approach 0 0 0 18 5 7 12 54
Total Working Papers 0 0 0 73 12 23 39 205

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 0 2 3 3 8 26
A note on the standard measurement approach versus the loss distribution approach–advanced measurement approach: the dawning of a new regulation 0 0 0 2 1 2 20 23
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 1 1 1 9 5 9 28 76
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 3 5 6 8 21 31
CDS: relación con índices accionarios y medida de riesgo 0 1 5 37 5 10 53 215
CDS: relación con índices accionarios y medida de riesgo 0 0 0 15 1 2 12 171
Consideraciones en la estimación de cuantiles altos en el riesgo operativo 0 0 0 36 1 1 17 175
Correction: Skew Index: a machine learning forecasting approach 1 1 2 2 2 2 12 12
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 1 1 6 14
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 4 5 11 28
Dynamic volatility spillovers among commodities, bitcoin, and emerging markets 1 1 2 2 11 15 25 25
Earnings management to avoid losses: Evidence in non-listed Colombian companies 1 1 2 3 4 10 25 31
El uso de la distribución g-h en riesgo operativo 0 0 0 6 1 1 7 73
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 1 1 2 4 4 10 17 27
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 1 4 3 8 17 44
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 2 5 14 42
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 1 7 13 20
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 36 1 4 12 115
Moral hazard index for credit risk to SMEs 0 0 0 5 1 1 9 24
Moral hazard index for credit risk to SMEs 0 0 1 7 1 2 8 20
Multivariate approximations to portfolio return distribution 0 0 0 1 2 3 7 33
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 1 1 4 5 7 19 33
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 7 3 4 9 46
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 13 1 1 6 54
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 3 3 9 15
Quantifying Risk in Traditional Energy and Sustainable Investments 0 0 0 3 1 1 6 26
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 3 4 3 5 15 18
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 2 11 6 6 15 39
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 1 1 2 15 4 8 23 85
Risk quantification in turmoil markets 0 0 0 3 3 4 8 43
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 2 3 14 61
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 6 1 4 13 40
Skew Index: a machine learning forecasting approach 1 1 4 12 5 10 49 72
Skew index: Descriptive analysis, predictive power, and short-term forecast 2 2 6 17 9 17 36 87
Testing expected shortfall: an application to emerging market stock indices 0 2 4 17 2 6 17 58
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 1 2 3 24
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 4 6 18 79
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 3 6 23 72
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 0 15 2 3 8 74
Total Journal Articles 9 13 47 350 118 205 633 2,151

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 0 1 1 2 7 22
Total Chapters 0 0 0 1 1 2 7 22

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06