Publications
by members of
Universidad Panamericana → Escuela de Ciencias Económicas y Empresariales
Pan-American University → School of Economics and Business
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2020
- Despina Karamperidou & Nikoletta Theodorou & Thomas Dreesen & Mathieu Brossard & Akito Kamei & Javier Santiago Ortiz Correa & UNICEF Office of Research - Innocenti, 2020, "Unlocking Learning: The co-creation and effectiveness of a digital language learning course for refugees and migrants in Greece," Papers, Innocenti Research Report, number inorer1158.
- Maria Carolina Alban Conto & Spogmai Akseer & Thomas Dreesen & Akito Kamei & Suguru Mizunoya & Annika Rigole & UNICEF Office of Research - Innocenti, 2020, "COVID-19: Effects of school closures on foundational skills and promising practices for monitoring and mitigating learning loss," Papers, Innocenti Working Papers, number inwopa1144.
- Kamei,Akito & Nakamura,Shohei, 2020, "Urban Agglomerations and Employment Transitions in Ethiopia," Policy Research Working Paper Series, The World Bank, number 9184, Mar.
2016
- Semei Coronado & Omar Rojas, 2016, "A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico," Papers, arXiv.org, number 1602.03271, Feb.
2015
- Semei Coronado & Omar Rojas & Rafael Romero-Meza & Francisco Venegas-Martinez, 2015, "A study of co-movements between USA and Latin American stock markets: a cross-bicorrelations perspective," Papers, arXiv.org, number 1503.06926, Mar.
- Semei Coronado & Rebeca Jim'enez-Rodr'iguez & Omar Rojas, 2015, "An empirical analysis of the relationships between crude oil, gold and stock markets," Papers, arXiv.org, number 1510.07599, Oct, revised May 2016.
2014
- Rodríguez-Aguilar, Román & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2014, "A Measure of Early Warning of Exchange-Rate Crises Based on the Hurst Coefficient and the Αlpha-Stable Parameter," MPRA Paper, University Library of Munich, Germany, number 59046, Oct.
- Ortiz-Arango, Francisco & Cabrera-Llanos, Agustín I. & Venegas-Martínez, Francisco, 2014, "Euro Exchange Rate Forecasting with Differential Neural Networks with an Extended Tracking Procedure," MPRA Paper, University Library of Munich, Germany, number 57720, Aug.
- Climent-Hernández, José Antonio & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2014, "Portafolio óptimo y productos estructurados en mercados alpha-estables: un enfoque de minimización de riesgo
[Optimal Portfolio and Structured Notes in alpha-stable Markets: a Risk Minimization Approach]," MPRA Paper, University Library of Munich, Germany, number 57740, Aug. - Omar Rojas & Carlos Trejo-Pech, 2014, "Financial Time Series: Stylized Facts for the Mexican Stock Exchange Index Compared to Developed Markets," Papers, arXiv.org, number 1412.3126, Dec.
Journal articles
2026
- Carlos A. Carrasco & Edgar Demetrio Tovar-García, 2026, "Determinants of Public Debt Dynamics in Transition and Post-Transition Economies," Eastern European Economics, Taylor & Francis Journals, volume 64, issue 1, pages 59-80, January, DOI: 10.1080/00128775.2024.2375234.
- Rodrigo Navarro-Guerrero & Triga Alicia Dávila-Sandoval & Edgar Demetrio Tovar-García, 2026, "The Impact of Water Availability and Pollution on Economic Growth at the Sub-National Level: Evidence from Mexico," Water Economics and Policy (WEP), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-26, June, DOI: 10.1142/S2382624X25400090.
2025
- Akito Kamei, 2025, "Son Preference and Its Impact on Family Size and Domestic Violence Against Mothers in South Asia," Journal of Development Studies, Taylor & Francis Journals, volume 61, issue 10, pages 1603-1622, October, DOI: 10.1080/00220388.2025.2493803.
2023
- Edgar Demetrio Tovar-GarcÃa, 2023, "A note on institutional trust and poverty: evidence from Latin America," Economics and Business Letters, Oviedo University Press, volume 12, issue 4, pages 313-320.
- Felipe De Anda & Juan Carlos Baker & Edgar Demetrio Tovar-García, 2023, "Institutional trust and entrepreneurs' export behavior: An international analysis," TEC Empresarial, School of Business, Costa Rica Institute of Technology (ITCR), volume 17, issue 3, pages 33-45.
- Carlos A. Carrasco & Edgar Demetrio Tovar-García, 2023, "High-tech trade as determinant of the US bilateral trade balance," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 32, issue 5, pages 713-730, July, DOI: 10.1080/10438599.2021.2018313.
2022
- Arends-Kuenning, Mary & Garcias, Marcos & Kamei, Akito & Shikida, Pery Francisco Assis & Romani, Gisele Esser, 2022, "Factors associated with harvest and postharvest loss among soybean farmers in Western Paraná State, Brazil," Food Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.foodpol.2022.102363.
- Akito Kamei & Shohei Nakamura, 2022, "Urban Agglomerations and Wage and Self-employment Jobs in Ethiopia," Journal of Development Studies, Taylor & Francis Journals, volume 58, issue 9, pages 1693-1710, September, DOI: 10.1080/00220388.2022.2043282.
2021
- Alban Conto, Carolina & Akseer, Spogmai & Dreesen, Thomas & Kamei, Akito & Mizunoya, Suguru & Rigole, Annika, 2021, "Potential effects of COVID-19 school closures on foundational skills and Country responses for mitigating learning loss," International Journal of Educational Development, Elsevier, volume 87, issue C, DOI: 10.1016/j.ijedudev.2021.102434.
- Arends-Kuenning, Mary & Kamei, Akito & Garcias, Marcos & Romani, Gisele Esser & Assis Shikida, Pery Francisco, 2021, "Gender, education, and farm succession in Western Paraná State, Brazil," Land Use Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.landusepol.2021.105453.
- Ramírez, José Carlos & Ortiz-Arango, Francisco & Rosellón, Juan, 2021, "Impact of Mexico's energy reform on consumer welfare," Utilities Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.jup.2021.101191.
- Luis Enrique García Pérez & Francisco Ortiz Arango & Salvador Cruz Aké, 2021, "Viabilidad de introducir contratos de derivados de gas natural en el Mercado Mexicano de Derivados: Un enfoque Hubbert-Grey," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-35, Enero - M.
- Adrián Bautista-Herrera & Francisco Ortiz-Arango & José Álvarez-García, 2021, "Profitability Using Second-Generation Bioethanol in Gasoline Produced in Mexico," Energies, MDPI, volume 14, issue 8, pages 1-16, April.
- Carlos A. Carrasco & Edgar Demetrio Tovar-García, 2021, "Trade and growth in developing countries: the role of export composition, import composition and export diversification," Economic Change and Restructuring, Springer, volume 54, issue 4, pages 919-941, November, DOI: 10.1007/s10644-020-09291-8.
2020
- Pandian Vasant & Fahad Parvez Mahdi & Jose Antonio Marmolejo-Saucedo & Igor Litvinchev & Roman Rodriguez Aguilar & Junzo Watada, 2020, "Quantum-Behaved Bat Algorithm for Solving the Economic Load Dispatch Problem Considering a Valve-Point Effect," International Journal of Applied Metaheuristic Computing (IJAMC), IGI Global Scientific Publishing, volume 11, issue 3, pages 41-57, July.
- Ortiz-Aguilar, héctor E. & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2020, "Modelos de saltos vs modelos de choques para la valuación de opciones en ambientes de alta volatilidad," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 15, issue 52, pages 9-45, Primer se.
- Edgar Demetrio Tovar-García, 2020, "Never married and earnings: evidence from Russia," International Journal of Social Economics, Emerald Group Publishing Limited, volume 47, issue 12, pages 1513-1526, November, DOI: 10.1108/IJSE-10-2019-0606.
- Carlos A. CARRASCO & Edgar D. TOVAR-GARCIA, 2020, "Export Composition and the Eurozone Trade Balance in Manufacturing Goods," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 134-150, March.
2019
- Roman Rodriguez-Aguilar & Jose Antonio Marmolejo-Saucedo & Brenda Retana-Blanco, 2019, "Prices of Mexican Wholesale Electricity Market: An Application of Alpha-Stable Regression," Sustainability, MDPI, volume 11, issue 11, pages 1-14, June.
- Agustín I. Cabrera-Llanos & Francisco Ortiz-Arango & Fernando Cruz-Aranda, 2019, "Un modelo de minimización de costos de mantenimiento de equipo médico mediante lógica difusa," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 3, pages 379-396, Julio - S.
- Dávila Aragón, Griselda & Ortiz Arango, Francisco, 2019, "Cálculo del Valor en Riesgo Operacional de una Empresa Aseguradora Mediante Redes Bayesianas || Calculation of Operational Value at Risk of an Insurance Company through Bayesian Networks," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 27, issue 1, pages 30-54, June.
- Carlos Alberto Carrasco & �dgar Demetrio Tovar-Garc�a, 2019, "Determinantes del balance comercial bilateral de México: ingreso, tipo de cambio y composición de las exportaciones," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 2, pages 259-276.
- Edgar Demetrio Tovar-Garcia & Carlos A. Carrasco, 2019, "The Balance of Payments and Russian Economic Growth," HSE Economic Journal, National Research University Higher School of Economics, volume 23, issue 4, pages 524-541.
- Edgar Demetrio Tovar-García & Carlos A. Carrasco, 2019, "Export and import composition as determinants of bilateral trade in goods: evidence from Russia," Post-Communist Economies, Taylor & Francis Journals, volume 31, issue 4, pages 530-546, July, DOI: 10.1080/14631377.2018.1557913.
2018
- Román Rodríguez-Aguilar, 2018, "Maternal mortality in Mexico, beyond millennial development objectives: An age-period-cohort model," PLOS ONE, Public Library of Science, volume 13, issue 3, pages 1-17, March, DOI: 10.1371/journal.pone.0194607.
- Akito Kamei, 2018, "Parental Absence and Agency: The Household Characteristics of Hazardous Forms of Child Labour in Nepal," Journal of International Development, John Wiley & Sons, Ltd., volume 30, issue 7, pages 1116-1141, October, DOI: 10.1002/jid.3371.
- Semei Coronado & Thomas M. Fullerton & Omar Rojas, 2018, "A Nonlinear Empirical Analysis of Oil Price Co-movements," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 3, pages 290-294.
- Gustavo Cabrera & Semei Coronado & Omar Rojas & Rafael Romero-Meza, 2018, "A Bayesian approach to model changes in volatility in the Mexican stock exchange index," Applied Economics, Taylor & Francis Journals, volume 50, issue 15, pages 1716-1724, March, DOI: 10.1080/00036846.2017.1374536.
- Humberto Banda-Ortiz & Edgar Demetrio Tovar-García, 2018, "Impacto de la estructura tributaria sobre el crecimiento económico: el caso de México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 4, pages 585-601, Octubre-D.
- Edgar Tovar-García, 2018, "The Association between Sport Activities and Educational Achievements: Evidence from Russian Longitudinal Data," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 2, pages 46-70.
- Hèctor Alòs i Font & Edgar Tovar-García, 2018, "Trilingualism, Bilingualism and Educational Achievements: The Case of Chuvash and Tatar in Rural Russia," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 3, pages 8-35.
2017
- Aguilera Aburto, Nelly & Rodríguez Aguilar, Román & Sansores Martínez, Diana Nicte-Há & Gutiérrez Delgado, Cristina, 2017, "Impuestos en botanas. Su impacto en precio y consumo en México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .773-803, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
- Francisco Ortiz Arango & Alma Nelly Montiel Guzmán, 2017, "Transmisión de precios futuros de maíz del Chicago Board of Trade al mercado spot mexicano," Contaduría y Administración, Accounting and Management, volume 62, issue 3, pages 924-940, Julio-Sep.
- Francisco Ortiz Arango & Alma Nelly Montiel Guzmán, 2017, "Transmission of future prices of corn of the Chicago Board of Trade to the Mexican spot market," Contaduría y Administración, Accounting and Management, volume 62, issue 3, pages 941-957, Julio-Sep.
- Griselda Dávila-Aragón & Salvador Rivas-Aceves & Francisco Ortiz-Arango, 2017, "Operational Risk Measured by Bayesian Networks with a Poisson-Gamma Joint Distribution in a Financial Firm," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 4, pages 351-363, Octubre-D.
- Semei Coronado & Thomas M. Fullerton & Omar Rojas, 2017, "Causality patterns for Brent, WTI, and Argus oil prices," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 14, pages 982-986, August, DOI: 10.1080/13504851.2016.1245830.
- Edgar Demetrio Tovar-García, 2017, "Disciplina de mercado en el sistema bancariocentroamericano," Contaduría y Administración, Accounting and Management, volume 62, issue 5, pages 21-22, Diciembre.
- Edgar Demetrio Tovar-García, 2017, "Market discipline in the Central American bankingsystem," Contaduría y Administración, Accounting and Management, volume 62, issue 5, pages 23-24, Diciembre.
2016
- J. A. Marmolejo & R. Rodríguez & O. Cruz-Mejia & J. Saucedo, 2016, "Design of a Distribution Network Using Primal-Dual Decomposition," Mathematical Problems in Engineering, Hindawi, volume 2016, pages 1-9, February, DOI: 10.1155/2016/7851625.
- Luis MARTÍ-BORBOLLA & Francisco ORTIZ-ARANGO, 2016, "Business and Corporate Social Responsibility," Journal of Advanced Research in Management, ASERS Publishing, volume 7, issue 2, pages 79-88.
- Edgar Demetrio Tovar-García, 2016, "Exposure to interbank market and risk-taking by Mexican banks," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 39, issue 111, pages 157-174, Septiembr.
- Tovar-García, Edgar Demetrio, 2016, "Who can better monitor a bank than another bank? Mechanisms of discipline in the Mexican interbank market ||¿Quién mejor que un banco para monitorear otro banco? Mecanismos de disciplina en el mercado interbancario mexicano," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 21, issue 1, pages 205-229, June.
2015
- José A. Climent Hernández & Francisco Venegas Martínez & Francisco Ortiz Arango, 2015, "Portafolio óptimo y productos estructurados en mercados a-estables: un enfoque de minimización de riesgo," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 81-106.
- Griselda Dávila Aragón & Fernando Cruz Aranda & Agustín I. Cabrera Llanos & Francisco Ortiz Arango, 2015, "Análisis de la Productividad Mediante Redes Bayesianas en una Pyme Desarrollada de Tecnología," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 10, issue 1, pages 61-71, Enero-Jun.
- Coronado Ramírez Semei & Celso Arellano Pedro Luis & Rojas Omar, 2015, "Adaptive market efficiency of agricultural commodity futures contracts," Contaduría y Administración, Accounting and Management, volume 60, issue 2, pages 389-401, abril-jun.
2014
- Rodríguez Aguilar Román, 2014, "El coeficiente de Hurst y el parámetro -estable para el análisis de series financieras Aplicación al mercado cambiario mexicano," Contaduría y Administración, Accounting and Management, volume 59, issue 1, pages 149-173, enero-mar.
- Edgar Tovar-García, 2014, "Market discipline: a review of the Mexican deposit market," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), volume 23, issue 1, pages 1-33, December, DOI: 10.1007/s40503-014-0006-2.
2013
- Rodríguez Aguilar Román & Cruz Ake Salvador, 2013, "Valuación de opciones de tipo de cambio asumiendo distribuciones alfa-estables," Contaduría y Administración, Accounting and Management, volume 58, issue 3, pages 149-172, julio-sep.
- Ortíz Arango Francisco & Cabrera Llanos Agustín Ignacio & López Herrera Francisco, 2013, "Pronóstico de los índices accionarios DAX y S&P 500 con redes neuronales diferenciales," Contaduría y Administración, Accounting and Management, volume 58, issue 3, pages 203-225, julio-sep.
- Edgar Tovar-García, 2013, "Relationship between Parental Education, Educational Trajectories and Achievements of Schoolchildren in the Republic of Tatarstan," Voprosy obrazovaniya / Educational Studies Moscow, National Research University Higher School of Economics, issue 2, pages 252-269.
2012
- Cabrera Llanos Agustín Ignacio & Ortíz Arango Francisco, 2012, "Pronóstico del rendimiento del IPC (Índice de Precios y Cotizaciones)mediante el uso de redes neuronales diferenciales," Contaduría y Administración, Accounting and Management, volume 57, issue 2, pages 63-81, abril-jun.
- Ortíz Arango, Francsco & Cabrera Llanos, Agustín I. & Cruz Aranda, Fernando, 2012, "Modelado del comportamiento del tipo de cambio peso-dólar mediante redes neuronales diferenciales / Peso-Dollar Exchange Rate Behavior Modelling by means of Differential Neural Networks," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 2, issue 1, pages 49-64, enero-jun.
- Francisco Venegas-Martinez & Ambrosio Ortiz-Ramirez & Francisco Ortiz-Arango, 2012, "Temporary stabilization: a Frechet-Weibullextreme value distribution approach," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 9, issue 1, pages 35-55, Enero-Jun.
- Edgar Demetrio Tovar García, 2012, "Financial globalization and financial development in Latin America," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
- Edgar Demetrio Tovar-García, 2012, "Market discipline in Mexican banks: Evidence from the asset side," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 35, issue 99, pages 172-181, Diciembre.
- Edgar Demetrio Tovar García., 2012, "Financial Globalization and Financial Development in Transition Countries," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 36, issue 1, pages 155-178, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/362012/Tovar.
- Edgar Demetrio Tovar Garcia, 2012, "Globalization Impact on Financial Development of Emerging Economies," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 37-48, January.
2011
- Edgar Demetrio Tovar, 2011, "Globalización financiera y sus efectos sobre el desarrollo financiero," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 66, pages 80-127, December, DOI: 10.32468/Espe.6603.
- Edgar Demetrio Tovar, 2011, "Globalización financiera y sus efectos sobre el desarrollo financiero," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 66, pages 80-127, DOI: 10.32468/Espe.6603.
2008
- Francisco Ortiz Arango & Francisco Venegas-Martínez, 2008, "El modelo de Vasicek y la integral de trayectoria de Feynman," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 2, issue 1, pages 9-19.
2007
- Edgar Demetrio Tovar García, 2007, "Globalización del capital y desarrollo institucional del sistema financiero," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 9, issue 17, pages 75-107, July-Dece.
2005
- Sigut, J. & Pineiro, J. & Moreno, L. & Estevez, J. & Aguilar, R. & Marichal, R., 2005, "A large deviation approach to normality testing," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 3, pages 741-756, June.
Books
2018
- Coronado, Semei & Rojas, Omar & Venegas-Martínez, Francisco (ed.), 2018, "Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, number 022, edition 1, ISBN: ARRAY(0x8cd728d0), Segundo s.
2013
- Francisco-Ortiz, Arango & López-Herrera, Francisco & Venegas-Martínez, Francisco (ed.), 2013, "Avances recientes en valuación de activos y administración de riesgos," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, number 008, edition 1, ISBN: ARRAY(0x8d1aae80), Segundo s.
2012
- Francisco-Ortiz, Arango & López-Herrera, Francisco & Venegas-Martínez, Francisco (ed.), 2012, "Fronteras en economía financiera," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, number 007, edition 1, ISBN: ARRAY(0x8d8ab058), Segundo s.
Chapters
2018
- Rodríguez-Nava, Abigail & Venegas-Martínez, Francisco & Coronado, Semei & Rojas, Omar, 2018, "Oil prices and stock markets returns: a comparison among Brazil, Chile, and Mexico," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 8, in: Universidad de Guadalajara & Instituto Politécnico Nacional, "Recent Topics in Time Series and Finance: Theory and Applications in Emerging Markets".
2013
- Venegas-Martínez, Francisco & Téllez-León, Isela E. & Ortiz-Arango, Francisco, 2013, "Utilidad Diferencial Recursiva Estocástica (UDRE) vs. Hamilton-Jacobi-Bellman (HJB)," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 14, in: Universidad Panamericana, "Avances recientes en valuación de activos y administración de riesgos".
- Ortiz-Arango, Francisco & Venegas-Martínez, Francisco & López-Herrera, Francisco, 2013, "Solución De La Ecuación De Black Y Scholes Por Medio De La Integral De Trayectoria De Feynman," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 5, in: Benemerita Universidad Autónoma de Puebla, "Política Económica: Análisis Monetario, Regional e Institucional".
2012
- Sánchez-Torres, Francisco Javier & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2012, "Volatilidad Estocástica y Procesos de Difusión GARCH," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 8, in: Ortiz-Arango, Francisco & López-Herrera, Francisco, "Avances recientes en valuación de activos y administración de riesgos".
- Rodríguez-Nava, Abigail & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2012, "Finanzas Públicas y Crecimiento Económico en las Entidades Federativas de México, 2005-2010," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 6, in: Ortiz-Arango, Francisco & Ortiz-Ramírez, Ambrosio & Mendoza-Gallegos, Bernarda C., "Desarrollo y crisis financiera: una visión crítica de la economía".
2011
- Sánchez Torres, francisco J. & Venegas-Martínez, Francisco & Ortiz-Arango, Francisco, 2011, "Valuación de opciones con volatilidad estocástica: momentos de orden superior," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 13, in: Ortiz-Arango, Francisco, "En este capítulo se desarrolla la fórmula de valuación de opciones con volatilidad conducida por procesos de difusión".
- López-Herrera, Francisco & Ortiz-Arango, Francisco & Venegas-Martínez, Francisco, 2011, "Modelado de la volatilidad del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores con cambios markovianos de régimen," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 10, in: Perrotini-Hernández, Ignacio, "Crecimiento y Desarrollo Económico en México".
- Ortiz-Arango, Abigail & Rodríguez-Nava, Abigail & Venegas-Martínez, Francisco, 2011, "Análisis comparativo de soluciones análiticas de opciones con barrera," Sección de Estudios de Posgrado e Investigación de la Escuela Superios de Economía del Instituto Politécnico Nacional, Escuela Superior de Economía, Instituto Politécnico Nacional, chapter 16, in: Ortiz-Arango, Francisco, "Avances recientes en valuación de activos y administración de riesgos".
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