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 1 2 3 75
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 0 1 2 53
The productivity of top researchers: A semi-nonparametric approach 0 0 1 18 1 2 5 45
Total Working Papers 0 0 1 73 2 5 10 173

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 1 1 2 20
A note on the standard measurement approach versus the loss distribution approach–advanced measurement approach: the dawning of a new regulation 0 0 2 2 0 0 3 3
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 4 5 16 57
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 1 1 3 5 2 2 14 18
CDS: relación con índices accionarios y medida de riesgo 0 0 0 15 0 2 6 161
CDS: relación con índices accionarios y medida de riesgo 0 1 10 35 8 19 63 199
Consideraciones en la estimación de cuantiles altos en el riesgo operativo 0 0 0 36 0 3 5 162
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 2 2 4 11
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 1 2 6 21
Earnings management to avoid losses: Evidence in non-listed Colombian companies 0 0 0 1 1 1 5 9
El uso de la distribución g-h en riesgo operativo 0 0 0 6 0 1 2 68
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 1 1 3 0 1 7 12
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 1 4 1 2 7 31
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 3 4 5 32
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 0 0 3 8
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 36 1 1 9 108
Moral hazard index for credit risk to SMEs 0 0 1 7 1 3 5 16
Moral hazard index for credit risk to SMEs 0 0 0 5 1 2 3 17
Multivariate approximations to portfolio return distribution 0 0 0 1 1 1 5 28
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 0 3 1 5 13 23
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 7 0 0 2 39
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 13 1 2 3 51
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 0 1 7
Quantifying Risk in Traditional Energy and Sustainable Investments 0 0 0 3 2 2 3 23
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 1 3 4 0 1 7 9
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 1 2 2 11 1 4 5 29
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 0 2 13 0 0 8 65
Risk quantification in turmoil markets 0 0 0 3 1 2 5 38
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 1 3 4 50
Semi-nonparametric risk assessment with cryptocurrencies 0 1 1 6 0 1 4 30
Skew Index: a machine learning forecasting approach 0 0 11 11 2 7 42 46
Skew index: Descriptive analysis, predictive power, and short-term forecast 0 0 4 14 1 3 16 59
Testing expected shortfall: an application to emerging market stock indices 0 0 0 13 1 1 3 42
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 1 1 3 22
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 0 1 4 64
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 2 7 10 58
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 15 1 2 4 69
Total Journal Articles 2 7 47 329 42 94 307 1,705

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 5 17
Total Chapters 0 0 0 1 1 2 5 17

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Statistics updated 2025-12-06