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Archivo Abierto Institucional de la Universidad Carlos III de Madrid
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Browsing by Subject Volatilidad
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Showing results 1 to 6 of 6
Issue Date
Title
Author(s)
Type
2010
El efecto de la crisis sobre la volatilidad y el riesgo del IBEX35
Ruiz, Esther [ortega]
article
Mar-2000
Ensayos sobre la sonrisa de volatilidad en mercados de opciones
Serna Calvo, Gregorio
doctoralThesis; doctoralThesis
Oct-2009
Essays on structural change, growth and volatility
Moro, Alessio
doctoralThesis; doctoralThesis
Jun-2010
Multivariate volatility models in financial risk management and portfolio selection
Alves Portela Santos, André
doctoralThesis; doctoralThesis
Apr-2009
Predicción en modelos de componentes inobservables condicionalmente heteroscedásticos
Pellegrini, Santiago
doctoralThesis; doctoralThesis
Dec-2010
Volatility models with Leverage effect
Rodríguez Villar, Mª José
doctoralThesis
Showing results 1 to 6 of 6
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