E-LIB Suche - Ergebnisse für: Serna, Gregorio

1

Selling options to beat the market: Further empirical evide..:

Balbás, Alejandro ; Serna, Gregorio
Research in International Business and Finance. 67 (2024) - p. 102119 , 2024

Link: https://doi.org/10.1016/..

2

Time-varying expected returns, conditional skewness and Bit..:

Atance, David ; Serna, Gregorio
The Quarterly Review of Economics and Finance. 96 (2024) - p. 101868 , 2024

Link: https://doi.org/10.1016/..

3

Proposal for calculating regulatory capital requirements fo..:

de la Fuente, Iván ; Navarro, Eliseo ; Serna, Gregorio
Socio-Economic Planning Sciences. 88 (2023) - p. 101659 , 2023

Link: https://doi.org/10.1016/..

4

On the predictive ability of conditional market skewness:

Serna, Gregorio
The Quarterly Review of Economics and Finance. 91 (2023) - p. 186-191 , 2023

Link: https://doi.org/10.1016/..

5

A Proposal to Calculate the Regulatory Capital Requirements..:

, In: Mathematical and Statistical Methods for Actuarial Sciences and Finance,

de la Fuente, Iván ; Navarro, Eliseo ; Serna, Gregorio - p. 181-187 , 2022

Link: https://doi.org/10.1007/..

6

Estimating regulatory capital requirements for reverse mort..:

Fuente, Iván de la ; Navarro, Eliseo ; Serna, Gregorio
International Review of Economics & Finance. 74 (2021) - p. 239-252 , 2021

Link: https://doi.org/10.1016/..

7

Reverse Mortgage Risks. Time Evolution of VaR in Lump-Sum S..:

Fuente, Iván de la ; Navarro, Eliseo ; Serna, Gregorio
Mathematics. 8 (2020) 11 - p. 2043 , 2020

Link: https://doi.org/10.3390/..

8

Measuring bulk shipping prices risk:

Población, Javier ; Serna, Gregorio
Maritime Economics & Logistics. 23 (2019) 2 - p. 291-309 , 2019

Link: https://doi.org/10.1057/..

9

A common long-term trend for bulk shipping prices:

Población, Javier ; Serna, Gregorio
Maritime Economics & Logistics. 20 (2017) 3 - p. 421-432 , 2017

Link: https://doi.org/10.1057/..

10

Is the refining margin stationary?:

Población, Javier ; Serna, Gregorio
International Review of Economics & Finance. 44 (2016) - p. 169-186 , 2016

Link: https://doi.org/10.1016/..

11

Commodity derivative valuation under a factor model with ti..:

Mirantes, Andrés G. ; Población, Javier ; Serna, Gregorio
Review of Derivatives Research. 18 (2014) 1 - p. 75-93 , 2014

Link: https://doi.org/10.1007/..

12

The stochastic seasonal behavior of energy commodity conven..:

Mirantes, Andrés García ; Población, Javier ; Serna, Gregorio
Energy Economics. 40 (2013) - p. 155-166 , 2013

Link: https://doi.org/10.1016/..

13

Analyzing the dynamics of the refining margin: implications..:

Mirantes, Andrés García ; Población, Javier ; Serna, Gregorio
Quantitative Finance. 12 (2012) 12 - p. 1839-1855 , 2012

Link: https://doi.org/10.1080/..

14

The Stochastic Seasonal Behaviour of Natural Gas Prices:

Mirantes, Andrés García ; Población, Javier ; Serna, Gregorio
European Financial Management. 18 (2012) 3 - p. 410-443 , 2012

Link: https://doi.org/10.1111/..

15

Autoregresive conditional volatility, skewness and kurtosis:

León, Ángel ; Rubio, Gonzalo ; Serna, Gregorio
The Quarterly Review of Economics and Finance. 45 (2005) 4-5 - p. 599-618 , 2005

Link: https://doi.org/10.1016/..