Publicaciones en las que colabora con 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

    DFAE-II WP Series

  4. The Relationship between Risk and Expected Return in Europe

    Documentos de trabajo ( Fundación BBVA )

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