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 9 14 87
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 1 5 19 71
The productivity of top researchers: A semi-nonparametric approach 0 0 0 18 0 5 11 54
Total Working Papers 0 0 0 73 2 19 44 212

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 0 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 0 1 20 23
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 1 1 9 0 5 28 76
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 2 5 0 6 17 31
CDS: relación con índices accionarios y medida de riesgo 0 1 1 16 0 3 14 173
CDS: relación con índices accionarios y medida de riesgo 1 1 6 38 5 14 52 224
Consideraciones en la estimación de cuantiles altos en el riesgo operativo 0 0 0 36 1 2 18 176
Correction: Skew Index: a machine learning forecasting approach 0 1 2 2 0 2 12 12
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 0 1 6 14
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 0 4 11 28
Dynamic volatility spillovers among commodities, bitcoin, and emerging markets 0 1 2 2 2 16 30 30
Earnings management to avoid losses: Evidence in non-listed Colombian companies 0 2 3 4 2 7 26 34
El uso de la distribución g-h en riesgo operativo 0 0 0 6 1 2 8 74
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 1 2 4 0 4 17 27
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 0 4 1 4 17 45
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 1 3 15 43
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 0 1 13 20
Moral hazard and default risk of SMEs with collateralized loans 0 0 1 36 2 3 12 117
Moral hazard index for credit risk to SMEs 0 0 1 7 0 3 10 22
Moral hazard index for credit risk to SMEs 0 0 0 5 0 2 10 25
Multivariate approximations to portfolio return distribution 0 0 0 1 1 3 7 34
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 0 0 1 4 0 5 17 33
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 7 0 3 8 46
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 13 1 2 6 55
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 1 5 11 17
Quantifying Risk in Traditional Energy and Sustainable Investments 0 0 0 3 1 4 9 29
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 2 4 1 4 14 19
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 2 11 0 8 17 41
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 1 2 15 1 5 24 86
Risk quantification in turmoil markets 0 0 0 3 0 4 9 44
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 2 14 61
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 6 0 1 13 40
Skew Index: a machine learning forecasting approach 0 4 6 15 0 9 42 76
Skew index: Descriptive analysis, predictive power, and short-term forecast 0 2 4 17 6 20 45 98
Testing expected shortfall: an application to emerging market stock indices 0 0 4 17 1 3 18 59
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 1 2 4 25
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 1 7 20 82
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 0 3 23 72
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 0 15 0 4 10 76
Total Journal Articles 1 15 46 356 30 180 655 2,213

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 7 9 15 30
Total Chapters 0 0 0 1 7 9 15 30

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Statistics updated 2026-07-10