GONZALO
RUBIO IRIGOYEN
Forscher/in in der Zeit 1993-2007
Gregorio
Serna
Publikationen, an denen er mitarbeitet Gregorio Serna (4)
2004
-
Autoregressive conditional volatility, skewness and kurtosis
Working papers = Documentos de trabajo: Serie AD
2002
-
Autorregresive Conditional Volatility, Skewness and Kurtosis
DFAE-II WP Series
-
Smiling under stochastic volatility
DFAE-II WP Series
1998
-
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