Advanced Search
MyIDEAS: Login

Silvia Mayoral

Contents:

This is information that was supplied by Silvia Mayoral in registering through RePEc. If you are Silvia Mayoral , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Silvia
Middle Name:
Last Name: Mayoral
Suffix:

RePEc Short-ID: pma640

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Universidad de Navarra (University of Navarra)
Homepage: http://www.unav.es
Location: Pamplona, Spain

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Universidad Carlos III de Madrid Economics PhD Alumni

Works

as in new window

Working papers

  1. Henryk, Gzyl & Silvia, Mayoral, 2006. "On a relationship between distorted and spectral risk measures," MPRA Paper 916, University Library of Munich, Germany.
  2. Henryk Gzyl & Silvia Mayoral, . "Determination of Risk Pricing Measures from Market Prices of Risk," Faculty Working Papers 03/07, School of Economics and Business Administration, University of Navarra.

    RePEc:ner:carlos:info:hdl:10016/14071 is not listed on IDEAS
  3. Wael Bahsoun & Pawel Góra & Silvia Mayoral & Manuel Morales, . "Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Den," Faculty Working Papers 13/06, School of Economics and Business Administration, University of Navarra.
    RePEc:ner:carlos:info:hdl:10016/13024 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/13054 is not listed on IDEAS
    RePEc:ner:carlos:info:hdl:10016/13981 is not listed on IDEAS
  4. Alejandro Balbás & Raquel Balbás & Silvia Mayoral, . "Optimizing Measures of Risk: A Simplex-like Algorithm," Faculty Working Papers 11/06, School of Economics and Business Administration, University of Navarra.
  5. Juan Carlos Escanciano & Silvia Mayoral, . "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra.

Articles

  1. Escanciano, Juan Carlos & Mayoral, Silvia, 2010. "Data-driven smooth tests for the martingale difference hypothesis," Computational Statistics & Data Analysis, Elsevier, vol. 54(8), pages 1983-1998, August.
  2. Gzyl, Henryk & Mayoral, Silvia, 2010. "A method for determining risk aversion functions from uncertain market prices of risk," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 84-89, August.
  3. Balbás, Alejandro & Balbás, Raquel & Mayoral, Silvia, 2009. "Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm," European Journal of Operational Research, Elsevier, vol. 192(2), pages 603-620, January.
  4. Reyes Calderón & José Álvarez-Arce & Silvia Mayoral, 2009. "Corporation as a Crucial Ally Against Corruption," Journal of Business Ethics, Springer, vol. 87(1), pages 319-332, April.
  5. Juan Carlos Escanciano & Silvia Mayoral, 2008. "Semiparametric estimation of dynamic conditional expected shortfall models," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 1(2), pages 106-120.
  6. Gzyl, Henryk & Mayoral, Silvia, 2008. "Determination of risk pricing measures from market prices of risk," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 437-443, December.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2007-02-10. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2007-02-10. Author is listed
  3. NEP-FIN: Finance (1) 2006-09-23. Author is listed
  4. NEP-FMK: Financial Markets (1) 2006-09-23. Author is listed
  5. NEP-RMG: Risk Management (2) 2006-09-23 2006-12-01. Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (2) 2006-09-23 2006-12-01. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Silvia Mayoral should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.