|
Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Cartea, Álvaro [acartea]
Showing results 22 to 28 of 28
| Issue Date | Title | Author(s) | Type | | Dec-2009 | The relationship between the volatility of returns and the number of jumps in financial markets | Cartea, Álvaro [acartea]; Karyampas, Dimitrios | workingPaper |
| Dec-2008 | Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity | Cartea, Álvaro [acartea]; Villaplana, Pablo | article |
| 16-Dec-2007 | Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity | Cartea, Álvaro [acartea]; Villaplana, Pablo | workingPaper |
| May-2008 | UK gas markets : the market price of risk and applications to multiple interruptible supply contracts | Cartea, Álvaro [acartea]; Williams, Thomas | article |
| 5-Mar-2007 | UK gas markets : the market price of risk and applications to multiple interruptible supply contracts | Cartea, Álvaro [acartea]; Williams, Thomas | workingPaper |
| Dec-2009 | Volatility and covariation of financial assets: a high-frequency analysis | Cartea, Álvaro [acartea]; Karyampas, Dimitrios | workingPaper |
| 28-Feb-2011 | Where is the value in high frequency trading? | Cartea, Álvaro [acartea]; Penalva, José [jpenalva] | workingPaper |
Showing results 22 to 28 of 28
|
