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Silvia Mayoral

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
RePEc Short-ID:pma640
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This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Universidad Carlos III de Madrid Economics PhD Alumni
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  1. Juan Carlos Escanciano & Silvia Mayoral, 2007. "Data-Driven Smooth Tests for the Martingale Difference Hypothesis," Faculty Working Papers 01/07, School of Economics and Business Administration, University of Navarra.
  2. Henryk Gzyl & Silvia Mayoral, 2007. "Determination of Risk Pricing Measures from Market Prices of Risk," Faculty Working Papers 03/07, School of Economics and Business Administration, University of Navarra.
  3. Wael Bahsoun & Pawel Góra & Silvia Mayoral & Manuel Morales, 2006. "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.
  4. Henryk, Gzyl & Silvia, Mayoral, 2006. "On a relationship between distorted and spectral risk measures," MPRA Paper 916, University Library of Munich, Germany.
  5. Alejandro Balbás & Raquel Balbás Universidad & Silvia Mayoral, 2006. "Optimizing Measures of Risk: A Simplex-like Algorithm," Faculty Working Papers 11/06, School of Economics and Business Administration, University of Navarra.
  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. 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.
  4. 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.
  5. 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.
  6. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (2) 2006-09-23 2006-12-01. Author is listed
  2. NEP-UPT: Utility Models & Prospect Theory (2) 2006-09-23 2006-12-01. Author is listed
  3. NEP-ECM: Econometrics (1) 2007-02-10. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2007-02-10. Author is listed
  5. NEP-FIN: Finance (1) 2006-09-23. Author is listed
  6. NEP-FMK: Financial Markets (1) 2006-09-23. Author is listed

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