Julian Andrada-Felix
Personal Details
First Name: Julian
Middle Name:
Last Name: Andrada-Felix
Suffix:
RePEc Short-ID: pan47
Email:
Homepage:
Postal Address: Dr. Julián Andrada Félix Departamento de Métodos Cuantitativos en Economía y Gestión Facultad de Ciencias Económicas y Empresariales Universidad de Las Palmas de Gran Canaria Campus Universitario de Tafira 35017- Las Palmas de Gran Canaria. España
Phone: +34 928 458 959
Affiliation
- Departamento de Métodos Cuantitativos en la Economía y la Gestión
Facultad de Economía, Empresa y Turismo
Universidad de las Palmas de Gran Canaria - Location: Las Palmas, Spain
Homepage: http://www.ulpgc.es/index.php?pagina=dmc&ver=inicio
Email:
Phone: +34 928 45 1843
Fax: +34 928 45 8225
Postal: Edif. Dptal. de la Facultad de CC. EE. y EE. (Modulo D), Campus Universitario de Tafira, 35017 - Las Palmas de Gran Canaria
Handle: RePEc:edi:dmlpges (more details at EDIRC)
Works
Working papers
- Julián Andrada-Félix & Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero, 2011.
"Historical financial analogies of the current crisis,"
Working Papers
11-08, Asociación Española de Economía y Finanzas Internacionales.
- Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2012. "Historical financial analogies of the current crisis," Economics Letters, Elsevier, vol. 116(2), pages 190-192.
- Julián Andrada Félix & Fernando Fernández Rodríguez & María Dolores García Artiles, 2004. "Non-linear trading rules in the New York Stock Exchange," Documentos de trabajo conjunto ULL-ULPGC 2004-05, Facultad de Ciencias Económicas de la ULPGC.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, .
"Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules,"
Working Papers on International Economics and Finance
00-02, FEDEA.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, 2000. "Technical Analysis In Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers 00-02, Asociación Española de Economía y Finanzas Internacionales.
- Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, . "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, .
"Testing Chaotic Dynamics via Lyapunov Exponents,"
Working Papers
2000-07, FEDEA.
- Simón Sosvilla-Rivero & Fernando Fernández-Rodriguez & Julián Andrada-Félix, 2005. "Testing chaotic dynamics via Lyapunov exponents," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(7), pages 911-930.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, .
"Technical analysis in the Madrid stock exchange,"
Working Papers
99-05, FEDEA.
- Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Technical analysis in the Madrid stock exchange," Studies on the Spanish Economy 23, FEDEA.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers 2003-09, FEDEA.
- Julián Andrada-Félix & Fernando Fernández-Rodríguez & María Dolores García-Artiles & Simón Sosvilla-Rivero, .
"An Empirical Evaluation of Non-Linear Trading Rules,"
Working Papers
2001-16, FEDEA.
- Julián Andrada-Félix & Fernando Fernadez-Rodriguez & Maria-Dolores Garcia-Artiles & Simon Sosvilla-Rivero, 2003. "An Empirical Evaluation of Non-Linear Trading Rules," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(3), pages 4.
Articles
- Eduardo Acosta-Gonzalez & Julian Andrada-Felix & Fernando Fernandez-Rodriguez, 2009. "Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange Index," Applied Economics, Taylor and Francis Journals, vol. 41(26), pages 3437-3445.
- Julián Andrada-Félix & Fernando Fernández-Rodr�guez, 2008. "Improving moving average trading rules with boosting and statistical learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 433-449.
- Perez-Rodriguez, Jorge V. & Torra, Salvador & Andrada-Felix, Julian, 2005. "STAR and ANN models: forecasting performance on the Spanish "Ibex-35" stock index," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 490-509, June.
- Jorge Perez-Rodriguez & Salvador Torra & Julian Andrada-Felix, 2005. "Are Spanish Ibex35 stock future index returns forecasted with non-linear models?," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 963-975.
- Simón Sosvilla-Rivero & Fernando Fernández-Rodriguez & Julián Andrada-Félix, 2005.
"Testing chaotic dynamics via Lyapunov exponents,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 20(7), pages 911-930.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Testing Chaotic Dynamics via Lyapunov Exponents," Working Papers 2000-07, FEDEA.
- F. FernAndez-RodrIguez & S. Sosvilla-Rivero & J. Andrada-FElix, 2003. "Technical analysis in foreign exchange markets: evidence from the EMS," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 113-122.
- Simon Sosvilla-Rivero & Julian Andrada-Felix & Fernando Fernandez-Rodriguez, 2002. "Further evidence on technical trade profitability and foreign exchange intervention," Applied Economics Letters, Taylor and Francis Journals, vol. 9(12), pages 827-832.
- Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon & Andrada-Felix, Julian, 1999.
"Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS,"
International Journal of Forecasting,
Elsevier, vol. 15(4), pages 383-392, October.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, . "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.
- Fernando Fernandez-Rodriguez & Simon Sosvilla-Rivero Julian, 1997. "Combining information in exchange rate forecasting: evidence from the EMS," Applied Economics Letters, Taylor and Francis Journals, vol. 4(7), pages 441-444.
NEP Fields
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-CMP: Computational Economics (1) 2003-04-09
- NEP-ECM: Econometrics (2) 2001-12-04 2003-04-12
- NEP-ETS: Econometric Time Series (1) 2003-04-09
- NEP-FIN: Finance (2) 1999-07-28 2004-05-26
- NEP-FMK: Financial Markets (3) 2001-05-16 2002-04-08 2004-05-26. Author is listed
- NEP-HIS: Business, Economic & Financial History (1) 2011-11-21
- NEP-IFN: International Finance (1) 2002-04-08
- NEP-MAC: Macroeconomics (1) 2003-04-09
- NEP-PKE: Post Keynesian Economics (1) 2011-11-21
- NEP-RMG: Risk Management (1) 2011-11-21
Statistics
Most cited item
- Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon & Andrada-Felix, Julian, 1999. "Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS," International Journal of Forecasting, Elsevier, vol. 15(4), pages 383-392, October.
Most downloaded item (past 12 months)
- Julián Andrada-Félix & Fernando Fernández-Rodr�guez, 2008. "Improving moving average trading rules with boosting and statistical learning methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 433-449.
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Co-authorship network on CollEc
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