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Details about Ricardo Crisóstomo

E-mail:
Workplace:Comisión Nacional del Mercado de Valores (CNMV) (National Stock Markets Commission), Government of Spain, (more information at EDIRC)

Access statistics for papers by Ricardo Crisóstomo.

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

Short-id: pcr206


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Working Papers

2023

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

2021

  1. 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 Downloads
  2. Estimating real word probabilities: a forward-looking behavioral framework
    CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department Downloads
    Also in Papers, arXiv.org (2021) Downloads View citations (1)

    See also Journal Article in Journal of Futures Markets (2021)

2018

  1. Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes
    Papers, arXiv.org Downloads View citations (5)
    Also in CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2017) Downloads View citations (2)

    See also Journal Article in Journal of Forecasting (2018)
  2. Speed and biases of Fourier-based pricing choices: A numerical analysis
    Papers, arXiv.org Downloads View citations (1)

2017

  1. 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 Downloads

2016

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

2015

  1. An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab
    Papers, arXiv.org Downloads View citations (5)
    Also in CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department (2014) Downloads 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 Downloads View citations (1)
    See also Working Paper (2021)

2018

  1. Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes
    Journal of Forecasting, 2018, 37, (5), 589-603 Downloads View citations (5)
    See also Working Paper (2018)
 
Page updated 2023-10-10