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Andrés Mora-Valencia

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Personal Details

First Name:Andrés
Middle Name:
Last Name:Mora-Valencia
RePEc Short-ID:pmo824
Email:[This author has chosen not to make the email address public]
Postal Address:
Location: Medellín, Colombia
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
Phone: 261 95 32
Fax: 266 42 84
Handle: RePEc:edi:deafico (more details at EDIRC)
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  1. Andrés Mora-Valencia & Germán González-Echeverri & Juan Gregorio Solano, 2015. "Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad," ESTUDIOS GERENCIALES, UNIVERSIDAD ICESI, vol. 31(136), pages 287-298, September.
  2. 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.
  3. Mora Valencia Andrés, 2014. "El uso de la distribución g-h en riesgo operativo," Contaduría y Administración, Accounting and Management, vol. 59(1), pages 123-148, enero-mar.
  4. 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.
  5. Bernardo León & Andrés Mora, 2011. "CDS: relación con índices accionarios y medida de riesgo," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, vol. 29(64), pages 178-211, July.
  6. 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, December.

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