• Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection  (workingPaper)

  Hernández Banadik, Nicolás Jorge; Martos, Gabriel; Muñoz García, Alberto; Moguerza, Javier M.

  2018-05-01
• Growth in Stress  (workingPaper)

  González-Rivera, Gloria; Ruiz Ortega, Esther; Vicente Maldonado, Javier de

  2018-03-23
• Accurate Subsampling Intervals of Principal Components Factors  (workingPaper)

  Vicente Maldonado, Javier de; Ruiz Ortega, Esther

  2017-12
• Modeling and forecasting the oil volatility index  (workingPaper)

  Mariti, Massimo B.; Gonçalves Mazzeu, Joao Henrique; Lopes Moreira Da Veiga, María Helena

  2017-11
• Optimal portfolio with insider information on the stochastic interest rate  (workingPaper)

  D'Auria, Bernardo; García Martí, Dolores; Salmeron Garrido, Jose Antonio

  2017-11-01

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