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Javier Perote

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Personal Details

First Name:Javier
Middle Name:
Last Name:Perote
Suffix:
RePEc Short-ID:ppe277
Email:
Homepage:http://web.usal.es/~perote/index.php?id=en
Postal Address:Dpt. Economía e Historia Económica Universidad de Salamanca Campus Miguel de Unamuno (Edif. FES) 37007 Salamanca (Spain)
Phone:
Location: Salamanca, Spain
Homepage: http://diarium.usal.es/dptoeehe/
Email:
Phone: (+34) 923 294500
Fax: (+34) 923 294686
Postal: Campus Miguel de Unamuno, Edificio D.F.E.S., E-37007 Salamanca
Handle: RePEc:edi:desales (more details at EDIRC)
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  1. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  2. Javier Perote & Juan Perote-Peña & Marc Vorsatz, 2012. "Strategic behavior in regressions: an experimental," Working Papers 2012-07, FEDEA.
  3. T M Niguez & I Paya & D Peel & J Perote, 2011. "On the stability of the CRRA utility under high degrees of uncertainty," Working Papers 615773, Lancaster University Management School, Economics Department.
  4. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2008. "Multivariate Gram-Charlier Densities," MPRA Paper 29073, University Library of Munich, Germany.
  5. Tibor Neugebauer & Javier Perote & Ulrich Schmidt & Malte Loos, 2007. "Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments," Kiel Working Papers 1376, Kiel Institute for the World Economy.
  6. Tibor Neugebauer & Javier Perote, 2005. "Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets," Experimental 0503008, EconWPA.
  7. Enrique Fatas & Tibor Neugebauer & Javier Perote, 2005. "Within-Team Competition in the Minimum Effort Coordination Game," Experimental 0503006, EconWPA.
  8. Trino-Manuel Niguez & Javier Perote, 2004. "Forecasting the density of asset returns," LSE Research Online Documents on Economics 6845, London School of Economics and Political Science, LSE Library.
  9. Javier Perote Peña & Juan Perote Peña, 2003. "Strategy-Proof Estimators for Simple Regression," Economic Working Papers at Centro de Estudios Andaluces E2003/14, Centro de Estudios Andaluces.
  10. Javier Perote Peña & Juan Perote Peña, 2003. "A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility," Economic Working Papers at Centro de Estudios Andaluces E2003/10, Centro de Estudios Andaluces.
  11. Javier Perote Peña & Juan Perote Peña, 2003. "The Impossibility of Strategy-Proof Clustering," Economic Working Papers at Centro de Estudios Andaluces E2003/08, Centro de Estudios Andaluces.

    RePEc:cep:stiecm:/2004/479 is not listed on IDEAS
  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. 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. Trino-Manuel Ñíguez & Javier Perote, 2012. "Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(4), pages 600-627, 08.
  4. Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David & Perote, Javier, 2012. "On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty," Economics Letters, Elsevier, vol. 115(2), pages 244-248.
  5. Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
  6. Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier, 2011. "Multivariate semi-nonparametric distributions with dynamic conditional correlations," International Journal of Forecasting, Elsevier, vol. 27(2), pages 347-364, April.
  7. Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote, 2009. "Gram-Charlier densities: a multivariate approach," Quantitative Finance, Taylor & Francis Journals, vol. 9(7), pages 855-868.
  8. Neugebauer, Tibor & Perote, Javier & Schmidt, Ulrich & Loos, Malte, 2009. "Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 52-60, February.
  9. BRIO, Esther B. & PEROTE, Javier, 2008. "Forecasting Market Crashes: Does Density Specification Matter?," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 53-58.
  10. Tibor Neugebauer & Javier Perote, 2008. "Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback," Experimental Economics, Springer, vol. 11(2), pages 190-202, June.
  11. Esther Brio & Javier Perote, 2007. "What Enhances Insider Trading Profitability?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(2), pages 173-188, June.
  12. Javier Perote & Esther Brío, 2006. "Positive Definiteness of Multivariate Densities Based on Hermite Polynomials," International Advances in Economic Research, International Atlantic Economic Society, vol. 12(3), pages 425-425, August.
  13. Enrique Fatas & Tibor Neugebauer & Javier Perote, 2006. "Within-Team Competition In The Minimum Effort Coordination Game," Pacific Economic Review, Wiley Blackwell, vol. 11(2), pages 247-266, 06.
  14. Perote, Javier & Perote-Pena, Juan, 2004. "Strategy-proof estimators for simple regression," Mathematical Social Sciences, Elsevier, vol. 47(2), pages 153-176, March.
  15. Javier Perote, 2004. "The multivariate Edgeworth-Sargan density," Spanish Economic Review, Springer, vol. 6(1), pages 77-96, April.
  16. Juan Perote-Peña & Javier Perote, 2003. "The impossibility of strategy-proof clustering," Economics Bulletin, AccessEcon, vol. 4(23), pages 1-9.
  17. Esther B. Del Brio & Javier Perote & Julio Pindado, 2003. "Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5-6), pages 715-747.
  18. Del Brio, Esther B. & Miguel, Alberto & Perote, Javier, 2002. "An investigation of insider trading profits in the Spanish stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 73-94.
  19. Ignacio Mauleon & Javier Perote, 2000. "Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Student's t," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 225-239.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBE: Cognitive & Behavioural Economics (2) 2007-09-16 2012-10-27
  2. NEP-CDM: Collective Decision-Making (2) 2003-04-27 2003-05-15
  3. NEP-CMP: Computational Economics (1) 2003-04-27
  4. NEP-CTA: Contract Theory & Applications (1) 2012-10-27
  5. NEP-ECM: Econometrics (2) 2003-05-12 2005-01-02
  6. NEP-ETS: Econometric Time Series (1) 2005-01-02
  7. NEP-EVO: Evolutionary Economics (1) 2005-04-16
  8. NEP-EXP: Experimental Economics (5) 2005-04-16 2005-04-16 2005-04-16 2007-09-16 2012-10-27. Author is listed
  9. NEP-FIN: Finance (1) 2005-01-02
  10. NEP-GTH: Game Theory (3) 2005-04-16 2007-09-16 2012-10-27. Author is listed
  11. NEP-MIC: Microeconomics (2) 2005-04-16 2005-04-16
  12. NEP-PBE: Public Economics (2) 2005-04-16 2007-09-16
  13. NEP-POL: Positive Political Economics (1) 2003-05-15
  14. NEP-RMG: Risk Management (1) 2005-01-02
  15. NEP-UPT: Utility Models & Prospect Theory (1) 2013-04-06
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