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Andrés Mora-Valencia

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This is information that was supplied by Andrés Mora-Valencia in registering through RePEc. If you are Andrés Mora-Valencia , 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: Andrés
Middle Name:
Last Name: Mora-Valencia
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RePEc Short-ID: pmo824

Email: [This author has chosen not to make the email address public]
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Affiliation

(50%) Centro de Investigaciones Económicas y Financieras (CIEF)
Escuela de Economía y Finanzas
Universidad EAFIT
Location: Medellín, Colombia
Homepage: http://www.eafit.edu.co/escuelas/economiayfinanzas/cief/
Email:
Phone: +57-4-2619532
Fax: +57-4-2619533
Postal: Carrera 49 Número 7 Sur 50, Avenida Las Vegas 5 floor, Medellín
Handle: RePEc:edi:cieafco (more details at EDIRC)
(50%) Escuela de Economía y Finanzas
Universidad EAFIT
Location: Medellín, Colombia
Homepage: http://www.eafit.edu.co/escuelas/economiayfinanzas/
Email:
Phone: 261 95 32
Fax: 266 42 84
Postal:
Handle: RePEc:edi:deafico (more details at EDIRC)

Works

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Articles

  1. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "Semi-nonparametric VaR forecasts for hedge funds during the recent crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 330-343.
  2. Mora Valencia Andrés, 2014. "El uso de la distribución g-h en riesgo operativo," Contaduría y Administración:Revista Internacional, Accounting and Management: International Journal, vol. 59(1), pages 123-148, enero-mar.
  3. Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  4. Andrés Mora, 2010. "Consideraciones en la estimación de cuantiles altos en el riesgo operativo," ANÁLISIS - REVISTA DEL MERCADO DE VALORES, AUTORREGULADOR DEL MERCADO DE VALORES DE COLOMBIA.

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