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2023
- 38369 Risk management in solar-based power plants with storage: a comparative study
by Oliveira, Fernando S. & Ruiz Mora, Carlos
- 37975 Economic activity and C02 emissions in Spain
by Juan, Aranzazu de & Poncela, Maria Pilar & Ruiz Ortega, Esther
- 37973 Effects of extreme temperature on the European equity market
by Bellocca, Gian Pietro Enzo & Alessi, Lucia & Poncela Blanco, Maria Pilar & Ruiz Ortega, Esther
- 37968 Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula
by González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther
- 37758 Penalized function-on-function partial leastsquares regression
by Hernandez Roig, Harold Antonio & Aguilera Morillo, María del Carmen & Aguilera, Ana M. & Preda, Cristian
- 37746 Tall big data time series of high frequency: stylized facts and econometric modelling
by Espasa, Antoni & Carlomagno Real, Guillermo
- 37391 Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals
by Curbelo Benitez, Ernesto Angel & Martino, Luca & Llorente Fernandez, Fernando & Delgado Gómez, David
- 37255 Modelling physical activity profiles in COPD patients: a new approach to variable-domain functional regression models
by Hernandez Amaro, Pavel & Durbán Reguera, María Luz & Aguilera Morillo, Maria Del Carmen & Esteban Gonzalez, Cristobal & Arostegui, Inma
- 36569 Data cloning for a threshold asymmetric stochastic volatility model
by Marín Díazaraque, Juan Miguel & Lopes Moreira Da Veiga, María Helena
- 36274 Risk Management of Energy Communities with Hydrogen Production and Storage Technologies
by Feng, Wenxiu & Ruiz Mora, Carlos
- 36250 Measuring efficiency of Peruvian universities: a stochastic frontier analysis
by Orosco Gavilán, Juan Carlos & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter
2022
- 36251 Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
by Fresoli, Diego Eduardo & Poncela Blanco, Maria Pilar & Ruiz Ortega, Esther
- 36072 A Neural Network-Based Distributional Constraint Learning Methodology for Mixed-Integer Stochastic Optimization
by Alcántara Mata, Antonio & Ruiz Mora, Carlos
- 35665 Multivariate Functional Outlier Detection using the FastMUOD Indices
by Ojo, Oluwasegun Taiwo & Fernández Anta, Antonio & Genton, Marc G. & Lillo Rodríguez, Rosa Elvira
- 35529 On the General Equilibrium Effects of Market Power
by Moreno, Diego & Petrakis, Emmanuel
- 35488 Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country
by Mínguez Solana, Roberto & Herrera, Sixto
- 35465 Data depth and multiple output regression, the distorted M-quantiles approach
by Ochoa Arellano, Maicol Jesús & Cascos Fernández, Ignacio
- 35425 On data-driven chance constraint learning for mixed-integer optimization problems
by Alcántara Mata, Antonio & Ruiz Mora, Carlos
- 35411 Before and after default: information and optimal portfolio via anticipating calculus
by Salmerón Garrido, José Antonio & Nunno, Giulia Di & D'Auria, Bernardo
- 35324 Data-driven stabilizations of goodness-of-fit tests
by Fernández de Marcos Giménez de los Galanes, Alberto & García Portugués, Eduardo
- 35044 Economic activity and climate change
by De Juan Fernández, Aránzazu & Poncela, Pilar & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther
- 34605 Optimal day-ahead offering strategy for large producers based on market price response learning
by Alcántara Mata, Antonio & Ruiz Mora, Carlos
- 34083 An anticipative Markov modulated market
by D'Auria, Bernardo & Salmeron Garrido, Jose Antonio
- 33693 Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
by Corredera, Alberto & Ruiz Mora, Carlos
- 31230 Contagion in sequential financial markets: an experimental analysis
by Peeters, Ronald & Lopes Moreira Da Veiga, María Helena & Vorstaz, Marc
2021
- 33787 A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro
by Cabras, Stefano & Sunhe, Flor
- 33624 Anticipative information in a Brownian-Poisson market: the binary information
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 33508 Optimal stopping of an Ornstein-Uhlenbeck bridge
by D'Auria, Bernardo & García Portugués, Eduardo & Guada Azze, Abel
- 33469 A quantile based dimension reduction technique
by Méndez Civieta, Álvaro & Aguilera Morillo, María del Carmen & Lillo Rodríguez, Rosa Elvira
- 33130 Some results on optimally exercising American put options for time-inhomogeneous processes
by D'Auria, Bernardo & García Portugués, Eduardo & Guada, Abel
- 32258 How to explain the cross-section of equity returns through Common Principal Components
by Cueto, José Manuel & Grané Chávez, Aurea & Cascos Fernández, Ignacio
- 32210 Dynamic factor models: does the specification matter?
by Miranda Gualdrón, Karen Alejandra & Poncela, Pilar & Ruiz Ortega, Esther
- 32148 Expecting the unexpected: economic growth under stress
by Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther
- 31804 Integrated nested Laplace approximations for threshold stochastic volatility models
by Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Lopes Moreira Da Veiga, María Helena
2020
- 31648 Adaptative predictability of stock market returns
by Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira Da Veiga, María Helena
- 31647 What do international energy prices have in common after taking into account the key drivers?
by Camacho, Maximo & Caro Navarro, Ángela & Peña, Daniel
- 31056 Valuation in the energy sector: Fundamentals or bubbles?
by Ramos, Sofía & Lopes Moreira Da Veiga, María Helena & Huang, I-Chuan
- 30899 Discovering general and sectorial trends in a large set of time series
by Carlomagno Real, Guillermo & Espasa, Antoni
- 30793 A solution method for the shared Resource Constrained Multi-Shortest Path Problem
by García Heredia, David & Molina Ferragut, Elisenda & Laguna, Manuel & Alonso Ayuso, Antonio
- 30644 Factor extraction using Kalman filter and smoothing: this is not just another survey
by Poncela Blanco, Maria Pilar & Ruiz Ortega, Esther & Miranda Gualdrón, Karen Alejandra
- 30572 Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer
by Laria de la Cruz, Juan Carlos & Aguilera Morillo, María del Carmen & Álvarez, Enrique & Lillo Rodríguez, Rosa Elvira & López Taruella, Sara & Del Monte Millán, María & Picornell, Antonio C. & Martín, Miguel & Romo, Juan
- 30537 Adaptive quadrature schemes for Bayesian inference via active learning
by Llorente Fernández, Fernando & Martino, Luca & Elvira Arregui, Víctor & Delgado Gómez, David & López Santiago, Javier
- 30349 Direct versus iterated multi-period Value at Risk
by Nieto Delfin, Maria Rosa & Ruiz Ortega, Esther
- 30332 Quantile Consumption-Capital Asset Pricing
by Ramos, Sofía B. & Taamouti, Abderrahim & Lopes Moreira Da Veiga, María Helena & Wang, Chih-Wei
2019
- 29291 Comparing Forecasts of Extremely Large Conditional Covariance Matrices
by Moura, Guilherme V. & Santos, André A. P. & Ruiz Ortega, Esther
- 29054 Prediction regions for interval-valued time series
by González-Rivera, Gloria & Luo, Yun & Ruiz Ortega, Esther
- 29023 Growth with heterogenous interdependence
by Miranda Gualdrón, Karen Alejandra & Manjón Antolín, M. & Martinez Ibañez, Oscar
- 28805 Insider information and its relation with the arbitrage condition and the utility maximization problem
by D'Auria, Bernardo & Salmeron Garrido, Jose Antonio
- 28803 Optimal exercise of American options under stock pinning
by D'Auria, Bernardo & García Portugués, Eduardo & Guada-Azze, Abel
- 28776 Models for expected returns with statistical factors
by Cueto, José Manuel & Grané Chávez, Aurea & Cascos Fernández, Ignacio
- 28630 Out-of-sample prediction in multidimensional P-spline models
by Carballo González, Alba & Durbán Reguera, María Luz & Lee, Dae-Jin
- 28579 A Depth for Censured Functional Data
by Elías Fernández, Antonio & Jiménez Recaredo, Raúl José & Paganoni, Anna M. & Sangalli, Laura M.
- 28500 Shrinkage reweighted regression
by Cabana Garceran del Vall, Elisa & Lillo Rodríguez, Rosa Elvira & Laniado Rodas, Henry
- 28434 Multivariate expectile trimming and the BExPlot
by Cascos Fernández, Ignacio & Ochoa Arellano, Maicol Jesús
- 28428 Quantile regression : a penalization approach
by Méndez Civieta, Álvaro & Aguilera Morillo, María del Carmen & Lillo Rodríguez, Rosa Elvira
- 28322 Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models
by Phillips, Garry David Alan & Wang, Dandan
- 28234 Exploring option pricing and hedging via volatility asymmetry
by Casas, Isabel & Lopes Moreira Da Veiga, María Helena
- 28214 Data cloning estimation for asymmetric stochastic volatility models
by Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Lopes Moreira Da Veiga, María Helena
- 28198 Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football
by Cabras, Stefano & Reade, J. James & Tena Horrillo, Juan de Dios
- 28146 Detecting Gender Discrimination in Intrahousehold Resource Allocation
by Maldonado, Javier
2018
- 27652 Variational Inference for high dimensional structured factor copulas
by Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro
- 27487 A short note on "Anticipative Portfolio Optimization"
by D'Auria, Bernardo & Salmeron Garrido, Jose Antonio
- 27047 Estimation of the common component in Dynamic Factor Models
by Caro Navarro, Ángela & Peña, Daniel
- 26915 Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection
by Hernández Banadik, Nicolás Jorge & Martos, Gabriel & Muñoz García, Alberto & Moguerza, Javier M.
- 26623 Growth in Stress
by González-Rivera, Gloria & Ruiz Ortega, Esther & Maldonado, Javier
2017
- 25985 Modeling and forecasting the oil volatility index
by Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira Da Veiga, María Helena
- 25819 Optimal portfolio with insider information on the stochastic interest rate
by D'Auria, Bernardo & García Martí, Dolores & Salmeron Garrido, Jose Antonio
- 25392 Discovering pervasive and non-pervasive common cycles
by Carlomagno Real, Guillermo & Espasa, Antoni
- 24678 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis
by Espasa, Antoni & Senra, Eva
- 24672 Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path
by Albarrán Lozano, Irene & Alonso González, Pablo J. & Grané Chávez, Aurea
- 24622 Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems
by Yera Mora, Yoel Gustavo & Lillo Rodríguez, Rosa Elvira & Ramírez-Cobo, Pepa
- 24615 Kernel depth funcions for functional data
by Hernández Banadik, Nicolás Jorge & Muñoz García, Alberto
- 24614 Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence
by Ergemen, Yunus Emre & Rodríguez Caballero, Carlos Vladimir
- 24613 Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
by Cabana Garceran del Vall, Elisa & Laniado Rodas, Henry & Lillo Rodríguez, Rosa Elvira
- 24607 A general framework for prediction in penalized regression
by Carballo González, Alba & Durbán Reguera, María Luz & Lee, Dae-Jin
- 24606 Prediction Bands for Functional Data Based on Depth Measures
by Jiménez Recaredo, Raúl José & Elías Fernández, Antonio
- 24585 Estimating non-stationary common factors : Implications for risk sharing
by Corona, Francisco & Poncela, Pilar & Ruiz Ortega, Esther
- 24552 Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas
by Nguyen, Hoang & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro
- 24534 Robust and sparse estimation of high-dimensional precision matrices via bivariate outlier detection
by Lafit, Ginette & Nogales Martín, Francisco Javier
- 24522 Clustering Big Data by Extreme Kurtosis Projections
by Peña, Daniel & Prieto Fernández, Francisco Javier & Rendon Aguirre, Janeth Carolina
- 24521 Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League
by Corona, Francisco & Forrest, David & Tena Horrillo, Juan de Dios & Wiper, Michael Peter
- 24029 BIAS correction for dynamic factor models
by Alonso Fernández, Andrés Modesto & Bastos, Guadalupe & García-Martos, Carolina
- 24028 Electricity prices forecasting by averaging dynamic factor models
by Alonso Fernández, Andrés Modesto & Bastos, Guadalupe & García-Martos, Carolina
- 23974 Accurate Subsampling Intervals of Principal Components Factors
by Maldonado, Javier & Ruiz Ortega, Esther
2016
- 23897 Efficiency evaluation of Spanish hotel chains
by Deng, Yaguo & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter
- 23812 Vine copula models for predicting water flow discharge at King George Island, Antarctica
by Gómez Díaz, Mario & Ausín Olivera, María Concepción & Domínguez, M. Carmen
- 23457 A Bootstrap Approach for Generalized Autocontour Testing
by Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena
- 23448 Modelling latent trends from spatio-temporally grouped data using composite link mixed models
by Ayma Anza, Diego Armando & Durbán, María & Lee, Dae-Jin & Van de Kassteele, Jan
- 23434 Model uncertainty approach in mortality projection with model assembling methodologies
by Benchimol, Andrés Gustavo & Alonso, Pablo J. & Marín Díazaraque, Juan Miguel & Albarrán Lozano, Irene
- 23419 Directional multivariate extremes in environmental phenomena
by Torres Díaz, Raúl Andrés & Michele, Carlo de & Lillo Rodríguez, Rosa Elvira & Laniado Rodas, Henry
- 23413 Monitoring variance by EWMA charts with time varying smoothing parameter
by Ugaz Sánchez, Willy Ericson & Alonso Fernández, Andrés Modesto & Sánchez Rodríguez-Morcillo, Ismael
- 23410 D-Trace precision matrix estimator with eigenvalue control
by Avagyan, Vahe
- 22731 Small area estimation of general parameters under complex sampling designs
by Guadarrama, María & Molina, Isabel & Rao, J.N.K.
- 22674 Remittances in Mexico and their unobserved components
by Corona, Francisco & Orraca, Pedro
- 22390 A Partial parametric path algorithm for multiclass classification
by Liu, Ling & Martín Barragán, Belén & Prieto Fernández, Francisco Javier
- ws1602 Determining the number of factors after stationary univariate transformations
by Corona, Francisco & Poncela, Maria Pilar & Ruiz Ortega, Esther
- ws1601 ABC and Hamiltonian Monte-Carlo methods in COGARCH models
by Marín Díazaraque, Juan Miguel & Rodríguez-Bernal, M. T. & Romero, E.
- ws1519 Discovering common trends in a large set of disaggregates: statistical procedures and their properties
by Carlomagno, Guillermo & Espasa, Antoni
2015
- 21775 D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties
by Avagyan, Vahe & Alonso Fernández, Andrés Modesto & Nogales, Francisco J.
- 21206 Penalized functional spatial regression
by Aguilera Morillo, María del Carmen & Durbán, María & Aguilera, Ana M.
- 21174 On the importance of the probabilistic model in identifying the most decisive game in a tournament
by Corona, Francisco & Tena Horrillo, Juan de Dios & Wiper, Michael Peter
- ws1523 Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk
by Hotta, Luiz & Trucíos, Carlos & Ruiz Ortega, Esther
- ws1522 Retail competition with switching consumers in electricity markets
by Ruiz Mora, Carlos & Nogales Martín, Francisco Javier & Prieto Fernández, Francisco Javier
- ws1521 Portfolio selection with proportional transaction costs and predictability
by Mei, Xiaoling & Nogales Martín, Francisco Javier
- ws1518 Forecasting a large set of disaggregates with common trends and outliers
by Carlomagno, Guillermo & Espasa, Antoni
- ws1517 An analysis of the dynamics of efficiency of mutual funds
by Galán, Jorge & Ramos, Sofía B. & Veiga, Helena
- ws1516 MGARCH models: tradeoff between feasibility and flexibility
by Almeida, Daniel de & Hotta, Luiz & Ruiz Ortega, Esther
- ws1515 A Bayesian model to estimate causality in PISA scores: a tutorial with application to ICT
by Cabras, Stefano & Tena Horrillo, Juan de Dios
- ws1513 Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica
by Gómez, M. & Ausín Olivera, María Concepción & Domínguez, M. C.
- ws1511 Ranking Edges and Model Selection in High-Dimensional Graphs
by Lafit, Ginette & Nogales Martín, Francisco Javier & Zamar, Rubén
- ws1510 Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries
by Benchimol, Andrés Gustavo & Albarrán Lozano, Irene & Marín Díazaraque, Juan Miguel & Alonso, Pablo J.
- ws1509 Penalized composite link mixed models for two-dimensional count data
by Ayma Anza, Diego Armando & Durbán, María & Lee, Dae-Jin & Eilers, Paul
- ws1508 Model uncertainty and the forecast accuracy of ARMA models: A survey
by Gonçalves Mazzeu, Joao Henrique & Ruiz Ortega, Esther & Veiga, Helena
- ws1507 Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter
by Ugaz Sánchez, Willy Ericson & Sánchez, Ismael
- ws1506 A Random Walk Test for Functional Time Series
by Mingotti, Nicola & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws1505 A Comparison of Small Area Estimation Methods for Poverty Mapping
by Guadarrama Sanz, Maria & Molina Peralta, Isabel & Rao, J. N. K.
- ws1504 Bayesian Linear Regression with Conditional Heteroskedasticity
by Zhao, Yanyun
- ws1503 Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance
by Joseph, Esdras & Galeano San Miguel, Pedro & Lillo Rodríguez, Rosa Elvira
- ws1502 Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment
by Ruiz Ortega, Esther & Poncela, Pilar
- ws1501 A Directional Multivariate Value at Risk
by Torres Díaz, Raúl Andrés & Lillo Rodríguez, Rosa Elvira & Laniado Rodas, Henry
2014
- ws143020 A Bayesian nonparametric modelling to estimate student response to ICT investment
by Cabras, Stefano & Tena Horrillo, Juan de Dios
- ws142819 Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model
by Virbickaite, Audrone & Lopes, Hedibert F. & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro
- ws142618 Score driven asymmetric stochastic volatility models
by Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira Da Veiga, María Helena
- ws142517 A Bootstrap Likelihood approach to Bayesian Computation
by Zhu, Weixuan & Marín Díazaraque, Juan Miguel & Leisen, Fabrizio
- ws142416 Disentangled jump-robust realized covariances and correlations with non-synchronous prices
by Vander Elst, Harry & Veredas, David
- ws142215 A game theoretic approach to group centrality
by Flores Díaz, Ramón Jesús & Molina Ferragut, Elisenda & Tejada, Juan
- ws142114 Goodness-of-fit test for randomly censored data based on maximum correlation
by Strzalkowska-Kominiak, Ewa & Grané, Aurea
- ws142013 Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients
by Sarmiento, Miguel & Galán, Jorge E.
- ws141912 Identification of asymmetric conditional heteroscedasticity in the presence of outliers
by Carnero Fernández, María Ángeles & Pérez, Ana & Ruiz Ortega, Esther
- ws141711 Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations
by García de la Fuente, Cristina & Galeano San Miguel, Pedro & Wiper, Michael Peter
- ws141410 Functional outlier detection with a local spatial depth
by Sguera, Carlo & Galeano San Miguel, Pedro & Lillo Rodríguez, Rosa Elvira
- ws141309 The pairwise approach to model a large set of disaggregates with common trends
by Carlomagno, Guillermo & Espasa, Antoni
- ws141208 Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix
by Avagyan, Vahe & Alonso Fernández, Andrés Modesto & Nogales, Francisco J.
- ws141107 A projection method for multiobjective multiclass SVM
by Martín Barragán, Belén & Prieto Fernández, Francisco Javier & Liu, Ling
- ws141006 Independent components techniques based on kurtosis for functional data analysis
by Peña, Daniel & Prieto, Francisco J. & Rendón, Carolina
- ws140905 Selecting and combining experts from survey forecasts
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio
- ws140804 Recombining partitions from multivariate data: a clustering method on Bayes factors
by Álvarez, Adolfo & Peña, Daniel
- ws140503 Outliers in multivariate Garch models
by Grané, Aurea & Martín-Barragán, Belén & Veiga, Helena
- ws140202 The uncertainty of conditional returns, volatilities and correlations in DCC models
by Fresoli, Diego Eduardo & Ruiz Ortega, Esther
- ws140101 Homogeneity test for functional data based on depth measures
by Flores Díaz, Ramón Jesús & Lillo Rodríguez, Rosa Elvira & Romo, Juan
2013
- ws133430 The Shapley group value
by Flores Díaz, Ramón Jesús & Molina, Elisenda & Tejada, Juan
- ws133329 Spearman coefficient for functions
by Valencia García, Dalia Jazmin & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws133228 A Kendall correlation coefficient for functional dependence
by Valencia García, Dalia Jazmin & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws133127 How to boost the PhD labour market? : facts from the R&D and innovation policies side
by Benito Bonito, Mónica & Romera Ayllón, María Rosario
- ws133026 Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines
by Rodríguez-Álvarez, María Xosé & Lee, Dae-Jin & Kneib, Thomas & Durbán, María & Eilers, Paul
- ws132925 Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach
by Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin
- ws132824 How to boost the PHD labour market? : facts from the PHD system side
by Benito Bonito, Mónica & Romera Ayllón, María Rosario
- ws132723 Data cloning estimation of GARCH and COGARCH models
by Marín Díazaraque, Juan Miguel & Rodríguez Bernal, M. T. & Romero, Eva
- ws132622 Allocation policies of redundancies in two-parallel-series and two-series-parallel systems
by Lillo Rodríguez, Rosa Elvira & Laniado Rodas, Henry
- ws132220 A multivariate extension of a vector of Poisson- Dirichlet processes
by Zhu, Weixuan & Leisen, Fabrizio
- ws132119 Parameter uncertainty in multiperiod portfolio optimization with transaction costs
by Miguel, Victor de & Martín Utrera, Alberto & Nogales, Francisco J.
- ws131918 Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector
by Galán Camacho, Jorge Eduardo & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter
- ws131718 The change-point problem and segmentation of processes with conditional heteroskedasticity
by Badagian Baharian, Ana Laura & Kaiser Remiro, Regina & Peña, Daniel
- ws131716 New isometry of Krall-Laguerre orthogonal polynomials in martingale spaces
by Huertas, E. J. & Torrado Robles, Nuria & Leisen, Fabrizio
- ws131615 Multiperiod portfolio selection with transaction and market-impact costs
by Miguel, Víctor de & Mei, Xiaoling & Nogales, Francisco J.
- ws131514 A new distance for data sets (and probability measures) in a RKHS context
by Martos, Gabriel
- ws131413 Lasso variable selection in functional regression
by Mingotti, Nicola & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws131312 The Mahalanobis distance for functional data with applications to classification
by Joseph, Esdras & Galeano San Miguel, Pedro & Lillo Rodríguez, Rosa Elvira
- ws131211 Bayesian multivariate Bernstein polynomial density estimation
by Zhao, Yanyun & Ausín Olivera, María Concepción & Wiper, Michael Peter
- ws131110 One for all : nesting asymmetric stochastic volatility models
by Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira Da Veiga, María Helena
- ws131009 A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
by Virbickaite, Audrone & Ausín Olivera, María Concepción & Galeano San Miguel, Pedro
- ws130908 Do happiness indexes truly reveal happiness? : measurin happiness using revealed preferences from migration flows
by Marques, Helena & Pino, Gabriel & Tena Horrillo, Juan de Dios
- ws130807 Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain
by Pino, Gabriel & Tena Horrillo, Juan de Dios & Espasa, Antoni
- ws130706 Recombining partitions via unimodality tests
by Álvarez, Adolfo & Peña, Daniel
- ws130605 Predictability of stock market activity using Google search queries
by Latoeiro, Pedro & Ramos, Sofía B. & Veiga, Helena
- ws130504 Correlations between oil and stock markets : a wavelet-based approach
by Martín-Barragán, Belén & Ramos, Sofía B. & Veiga, Helena
- ws130403 Dependency evolution in Spanish disabled population : a functional data analysis approach
by Albarrán Lozano, Irene & Alonso González, Pablo & Arribas Gil, Ana
- ws130102 Bayesian inference and data cloning in population projection matrices
by Horra Navarro, J. de la & Marín Díazaraque, Juan Miguel & Rodríguez Bernal, M. T.
- ws130101 Multivariate risk measures : a constructive approach based on selections
by Cascos Fernández, Ignacio & Molchanov, Ilya
- 35531 Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach
by Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramirez, Andrey David
- 18886 A new goodness-of-fit process for varma (p,q) models: construction and empirical properties
by Velilla Cerdan, Santiago & Nguyen, Huong
2012
- ws122519 Seasonal modulation mixed models for time series forecasting
by Lee, Dae-Jin & Durbán, María
- ws122418 Pyramidal values
by Flores Díaz, Ramón Jesús & Molina, Elisenda & Tejada, Juan
- ws122317 More is not always better : back to the Kalman filter in dynamic factor models
by Poncela, Pilar & Ruiz Ortega, Esther
- ws122216 Sparse partial least squares in time series for macroeconomic forecasting
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio
- ws122115 A vector of Dirichlet processes
by Leisen, Fabrizio & Lijoi, Antonio & Spanó, Dario
- ws122014 Invariance properties of random vectors and stochastic processes based on the zonoid concept
by Molchanov, Ilga & Schmutz, Michael & Stucki, Kaspar
- ws121913 A p-median problem with distance selection
by Benati, Stefano & García, Sergio
- ws121812 Portfolio selection through and extremality stochastic order
by Lillo Rodríguez, Rosa Elvira & Pellerey, Franco & Romo, Juan & Laniado Rodas, Henry
- ws121711 Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence
by Anselmi, Jonatha & D'Auria, Bernardo & Walton, Neil
- ws121610 Bayesian modelling of bacterial growth for multiple populations
by Palacios, Ana Paula & Marín Díazaraque, Juan Miguel & Quinto, Emiliano & Wiper, Michael Peter
- ws121209 National minimum wage and labour market outcomes of young workers
by Fidrmuc, Jan & Tena Horrillo, Juan de Dios
- ws121108 Modeling financial time series with the skew slash distribution
by García de la Fuente, Cristina & Galeano San Miguel, Pedro & Wiper, Michael Peter
- ws121007 Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
by Galán Camacho, Jorge Eduardo & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter
- ws120906 Spatial depth-based classification for functional data
by Sguera, Carlo & Galeano San Miguel, Pedro & Lillo Rodríguez, Rosa Elvira
- ws120805 Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy
by Niño Mora, José & Villar, Sofía S.
- ws120603 Discriminant analysis of multivariate time series using wavelets
by Maharaj, Elizabeth Ann & Alonso Fernández, Andrés Modesto
- ws120502 Asymmetric long-run effects in the oil industry
by Ramos, Sofía B. & Veiga, Helena & Wang, Chih-Wei
- ws120201 On the identifiability of the two-state BMAP
by Rodríguez César, Joanna Virginia & Lillo Rodríguez, Rosa Elvira & Ramírez-Cobo, Pepa
- ws110805 Forecasting aggregates and disaggregates with common features
by Espasa, Antoni & Mayo, Iván
- 13958 Comparisons among spacings from two populations
by Torrado Robles, Nuria & Lillo Rodríguez, Rosa Elvira
2011
- ws114332 Robust Henderson III estimators of variance components in the nested error model
by Pérez, Betsabé & Peña, Daniel & Molina, Isabel
- ws114130 Combining benchmarking and chain-linking for short-term regional forecasting
by Cuevas Rumín, Ángel & Quilis, Enrique M. & Espasa, Antoni
- ws113729 Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view
by Albarrán Lozano, Irene & Marín Díazaraque, Juan Miguel & Alonso, Pablo J.
- ws113628 Profile identification via weighted related metric scaling : an application to dependent Spanish children
by Albarrán Lozano, Irene & Alonso, Pablo J. & Grané Chávez, Aurea
- ws113527 Hypothesis testing in a generic nesting framework with general population distributions
by Martín, Nirian & Balakrishnan, Narayanaswami
- ws113426 Bootstrap forecast of multivariate VAR models without using the backward representation
by Pascual, Lorenzo & Ruiz Ortega, Esther & Fresoli, Diego Eduardo
- ws113325 Equilibrium strategies in a tandem queue under various levels of information
by D'Auria, Bernardo & Kanta, Spyridoula
- ws112922 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
by Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian
Printed from https://ideas.repec.org/s/cte/wsrepe.html
