Details about Ricardo Crisóstomo

Access statistics for papers by Ricardo Crisóstomo.

Last updated 2023-10-09. Update your information in the RePEc Author Service.

Short-id: pcr206

Working Papers

2025

1. Quantifying firm-level risks from nature deterioration
   Papers, arXiv.org

2023

2. Measuring Transition Risk in Investment Funds
   CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department
   Also in Papers, arXiv.org (2022) View citations (1)

2021

3. Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales
   CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas
4. Estimating real word probabilities: a forward-looking behavioral framework
   CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department
   Also in Papers, arXiv.org (2021) View citations (1)
   See also Journal Article Estimating real‐world probabilities: A forward‐looking behavioral framework, Journal of Futures Markets, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)

2018

5. Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes
   Papers, arXiv.org View citations (7)
   Also in CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2017) View citations (2)
   See also Journal Article Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes, Journal of Forecasting, John Wiley & Sons, Ltd. (2018) View citations (6) (2018)
6. Speed and biases of Fourier-based pricing choices: A numerical analysis
   Papers, arXiv.org View citations (1)

2017

7. Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models
   CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department

2016

8. Financial contagion with spillover effects: a multiplex network approach
   ESRB Working Paper Series, European Systemic Risk Board View citations (3)

2015

9. An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab
   Papers, arXiv.org View citations (5)
   Also in CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2014) View citations (1)

Journal Articles

2021

1. Estimating real‐world probabilities: A forward‐looking behavioral framework
   Journal of Futures Markets, 2021, 41, (11), 1797-1823 View citations (1)
   See also Working Paper Estimating real word probabilities: a forward-looking behavioral framework, CNMV Working Papers (2021) (2021)

2018

2. Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes
   Journal of Forecasting, 2018, 37, (5), 589-603 View citations (6)
   See also Working Paper Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes, Papers (2018) View citations (7) (2018)