Publications by the researcher in collaboration with Gregorio Serna (4)

2004

  1. Autoregressive conditional volatility, skewness and kurtosis

    Working papers = Documentos de trabajo: Serie AD

2002

  1. Autorregresive Conditional Volatility, Skewness and Kurtosis

    DFAE-II WP Series

  2. Smiling under stochastic volatility

    DFAE-II WP Series

1998

  1. Why do we smile?: on the determinants of the implied voatility function

    III Encontro Galego de Xóvenes Investigadores de Análise Económico: Vigo, 9, 10 e 11 de xullo de 1997. Libro de actas