• How to explain the cross-section of equity returns through Common Principal Components  (workingPaper)

  Cueto, José Manuel; Grané Chávez, Aurea ; Cascos Fernández, Ignacio

  2021-04-05
• On the combination of depth-based ranks  (bookPart)

  Cascos Fernández, Ignacio ; Montes, Ignacio

  2018-01-01

  Cascos Fernandez, Ignacio; Montes, Ignacio (2018). On the combination of depth-based ranks. The mathematics of the uncertain: a tribute to Pedro Gil. Alemania: Springer. Pp. 79-88
• A general framework for prediction in penalized regression  (article)

  Carballo González, Alba ; Durbán Reguera, María Luz ; Kauermann, Goran; Lee Hwang, Dae-Jin

  2020-02-27

  Statistical Modelling, February 2020
• Prediction of functional data with spatial dependence: a penalized approach  (article)

  Aguilera Morillo, María del Carmen; Durbán Reguera, María Luz ; Aguilera, Ana M.

  2017-01-01

  Stochastic Environmental Research and Risk Assessment, 2021, 31, 7–22
• Dynamic factor models: does the specification matter?  (workingPaper)

  Miranda Gualdrón, Karen Alejandra ; Poncela, Pilar; Ruiz Ortega, Esther

  2021-03-23

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