A note on the standard measurement approach versus the loss distribution approach-advanced measurement approach : the dawning of a new regulation

von Mora-Valencia, Andrés
Veröffentlicht in The journal of operational risk (2017)

Una introducción a las matemáticas financieras modernas para no matemáticos

von Mora Valencia, Andrés
Veröffentlicht 2013

Multivariate dynamics between emerging markets and digital asset markets : an application of the SNP-DCC model

von Jiménez, Inés
Veröffentlicht in Emerging markets review (2023)

Semi-nonparametric risk assessment with cryptocurrencies

von Jiménez, Inés
Veröffentlicht in Research in international business and finance (2022)

Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?

von Jiménez, Inés
Veröffentlicht in Finance research letters (2022)

Risk quantification and validation for Bitcoin

von Jiménez, Inés
Veröffentlicht in Operations research letters (2020)

Financial market risk before and after the subprime crisis

von Palomero, Isabel A.
Veröffentlicht in Advances on international economics (2015)

Moral hazard index for credit risk to SMEs

von Castillo, José A.
Veröffentlicht in International economics (2022)

Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach

von Cortés, Lina M.
Veröffentlicht in The North American journal of economics and finance (2020)

Testing expected shortfall : an application to emerging market stock indices

von Cardona, Emilio
Veröffentlicht in Risk management (2010)

Skew index : descriptive analysis, predictive power, and short-term forecast

von Mora-Valencia, Andrés
Veröffentlicht in The North American journal of economics and finance (2021)

Moral hazard and default risk of SMEs with collateralized loans

von Castillo, José A.
Veröffentlicht in Finance research letters (2018)

Multivariate approximations to portfolio return distribution

von Mora-Valencia, Andrés
Veröffentlicht in Computational and mathematical organization theory (2017)

Risk quantification in turmoil markets

von Díaz Pérez, Antonio
Veröffentlicht in Risk management (2017)

The kidnapping of Europe : high-order moments' transmission between developed and emerging markets

von Brio, Esther B. del
Veröffentlicht in Emerging markets review (2017)

VaR performance during the subprime and sovereign debt crises : an application to emerging markets

von Brio, Esther B. del
Veröffentlicht in Emerging markets review (2014)

Risk quantification for commodity ETFs: backtesting value-at-risk and expected shortfall

von Brio, Esther B. del
Veröffentlicht in International review of financial analysis (2020)

The return performance of cubic market model : an application to emerging markets

von Mora-Valencia, Andrés
Veröffentlicht in Emerging markets finance & trade (2017)

Earnings management to avoid losses : evidence in non-listed Colombian companies

von Tobar Arias, José E.
Veröffentlicht in Journal of international accounting auditing & taxation (2023)