Publikationen, an denen er mitarbeitet Angel León Valle (13)

2007

  1. The relationship between risk and expected return in Europe

    Journal of Banking and Finance, Vol. 31, Núm. 2, pp. 495-512

2005

  1. An empirical comparison of the performance of alternative option pricing models

    Investigaciones económicas, Vol. 29, Núm. 3, pp. 483-523

  2. Autoregresive conditional volatility, skewness and kurtosis

    Quarterly Review of Economics and Finance, Vol. 45, Núm. 4-5, pp. 599-618

  3. The Relationship between Risk and Expected Return in Europe

    Documentos de trabajo ( Fundación BBVA )

  4. The Relationship between Risk and Expected Return in Europe

    DFAE-II WP Series

2004

  1. Autoregressive conditional volatility, skewness and kurtosis

    Working papers = Documentos de trabajo: Serie AD

  2. Smiling under stochastic volatility

    Spanish economic review, Vol. 6, Núm. 1, pp. 53-76

2002

  1. An empirical comparison of the performance of alternative option pricing models

    DFAE-II WP Series

  2. Autorregresive Conditional Volatility, Skewness and Kurtosis

    DFAE-II WP Series

  3. Estimation and empirical performance of Heston's stochastic volatility model: The case of a thinly traded market

    Journal of Empirical Finance, Vol. 9, Núm. 2, pp. 225-255

  4. Smiling under stochastic volatility

    DFAE-II WP Series

2000

  1. Short-term options with stochastic volatility: estimation and empirical performance

    Working papers = Documentos de trabajo: Serie AD

1999

  1. La estimación diaria de la prima de riesgo de la volatilidad

    Revista española de financiación y contabilidad, Núm. 100, pp. 89-110