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Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
by
Vidal
-
Llana
,
Xenxo
,
Guillén, Montserrat
Published in
The North American journal of economics and finance
(01.11.2022)
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European stock market volatility connectedness: The role of country and sector membership
by
Vidal
-
Llana
,
Xenxo
,
Uribe, Jorge M.
,
Guillén, Montserrat
Published in
Journal of international financial markets, institutions & money
(01.01.2023)
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Desigualdad de la incertidumbre económica subjetiva y perspectivas económicas individuales durante la pandemia
by
Santolino, Miguel
,
Guillen, Montserrat
,
Vidal
-
LLana
,
Xenxo
Published in
Revista de métodos cuantitativos para la economía y la empresa
(23.02.2024)
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"Inequality of subjective economic uncertainty and individual economic prospects in the pandemic period"
by
Guillen, Montserrat
,
Santolino, Miguel
,
Vidal
-
Llana
,
Xenxo
Published in
IDEAS Working Paper Series from RePEc
(01.01.2022)
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"Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions"
by
Vidal
-
Llana
,
Xenxo
,
Sánchez, Carlos Salort
,
Coia, Vincenzo
,
Guillen, Montserrat
Published in
IDEAS Working Paper Series from RePEc
(01.01.2022)
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"Rethinking Asset Pricing with Quantile Factor Models"
by
Uribe, Jorge M
,
Guillen, Montserrat
,
Vidal
-
Llana
,
Xenxo
Published in
IDEAS Working Paper Series from RePEc
(01.01.2021)
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