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 0 3 6 78
Measuring firm size distribution with semi-nonparametric densities 0 0 0 30 6 10 11 63
The productivity of top researchers: A semi-nonparametric approach 0 0 0 18 1 3 6 48
Total Working Papers 0 0 0 73 7 16 23 189

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 5 23
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 18 21 21
Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures 0 0 0 8 2 12 25 69
Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 0 0 3 5 1 6 16 24
CDS: relación con índices accionarios y medida de riesgo 0 0 0 15 0 8 12 169
CDS: relación con índices accionarios y medida de riesgo 0 1 8 36 3 9 64 208
Consideraciones en la estimación de cuantiles altos en el riesgo operativo 0 0 0 36 0 12 17 174
Correction: Skew Index: a machine learning forecasting approach 0 1 1 1 0 9 10 10
Cross-Hedging Portfolios in Emerging Stock Markets: Evidence for the LATIBEX Index 0 0 1 2 0 2 5 13
Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 0 0 0 6 1 3 7 24
Dynamic volatility spillovers among commodities, bitcoin, and emerging markets 0 1 1 1 0 7 10 10
Earnings management to avoid losses: Evidence in non-listed Colombian companies 0 1 1 2 4 16 19 25
El uso de la distribución g-h en riesgo operativo 0 0 0 6 0 4 6 72
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 0 0 1 3 4 9 11 21
Market-crash forecasting based on the dynamics of the alpha-stable distribution 0 0 1 4 4 9 13 40
Measuring firm size distribution with semi-nonparametric densities 0 0 0 1 2 7 11 39
Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns 0 0 1 4 4 9 10 17
Moral hazard and default risk of SMEs with collateralized loans 0 0 2 36 2 5 10 113
Moral hazard index for credit risk to SMEs 0 0 0 5 0 6 8 23
Moral hazard index for credit risk to SMEs 0 0 1 7 0 2 6 18
Multivariate approximations to portfolio return distribution 0 0 0 1 0 2 4 30
Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 1 1 1 4 2 5 14 28
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 7 1 4 6 43
Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad 0 0 0 13 0 2 5 53
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 5 6 12
Quantifying Risk in Traditional Energy and Sustainable Investments 0 0 0 3 0 2 5 25
Real Options Volatility Surface for Valuing Renewable Energy Projects 0 0 3 4 2 6 12 15
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach 0 0 2 11 0 4 9 33
Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall 0 1 2 14 2 14 18 79
Risk quantification in turmoil markets 0 0 0 3 0 1 5 39
Semi-nonparametric VaR forecasts for hedge funds during the recent crisis 0 0 0 16 0 8 11 58
Semi-nonparametric risk assessment with cryptocurrencies 0 0 1 6 2 8 11 38
Skew Index: a machine learning forecasting approach 0 0 6 11 3 19 52 65
Skew index: Descriptive analysis, predictive power, and short-term forecast 0 1 5 15 4 15 26 74
Testing expected shortfall: an application to emerging market stock indices 1 3 3 16 3 13 14 55
The Return Performance of Cubic Market Model: An Application to Emerging Markets 0 0 0 1 1 1 2 23
The kidnapping of Europe: High-order moments' transmission between developed and emerging markets 0 0 0 11 1 10 13 74
The productivity of top researchers: a semi-nonparametric approach 0 0 1 5 1 9 19 67
VaR performance during the subprime and sovereign debt crises: An application to emerging markets 0 0 1 15 1 3 7 72
Total Journal Articles 2 10 48 339 50 287 525 1,996

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 4 6 21
Total Chapters 0 0 0 1 1 4 6 21

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Statistics updated 2026-03-04