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Andrés Mora-Valencia

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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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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)
Location: Medellín, Colombia
Homepage: http://www.eafit.edu.co/escuelas/economiayfinanzas/
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Phone: 261 95 32
Fax: 266 42 84
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Handle: RePEc:edi:deafico (more details at EDIRC)
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  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. Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier, 2014. "VaR performance during the subprime and sovereign debt crises: An application to emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 23-41.
  4. Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  5. 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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