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From Universidad Carlos III de Madrid. Departamento de Estadística
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2022: On the General Equilibrium Effects of Market Power Downloads
Diego Moreno and Emmanuel Petrakis
2022: Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country Downloads
Roberto Minguez Solana and Sixto Herrera
2022: Data depth and multiple output regression, the distorted M-quantiles approach Downloads
Maicol Jesús Ochoa Arellano and Ignacio Cascos Fernández
2022: On data-driven chance constraint learning for mixed-integer optimization problems Downloads
Antonio Alcantara Mata and Carlos Ruiz Mora
2022: Before and after default: information and optimal portfolio via anticipating calculus Downloads
José Antonio Salmerón Garrido, Giulia Di Nunno and Bernardo D'Auria
2022: Data-driven stabilizations of goodness-of-fit tests Downloads
Alberto Fernández de Marcos Giménez de los Galanes and Eduardo García Portugues
2022: Economic activity and climate change Downloads
Aránzazu De Juan Fernández, Pilar Poncela, Carlos Vladimir Rodríguez Caballero and Esther Ruiz Ortega
2022: Optimal day-ahead offering strategy for large producers based on market price response learning Downloads
Antonio Alcantara Mata and Carlos Ruiz Mora
2022: An anticipative Markov modulated market Downloads
Bernardo D'Auria and Jose Antonio Salmeron Garrido
2021: A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro Downloads
Stefano Cabras and Flor Sunhe
2021: Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading Downloads
Alberto Corredera and Carlos Ruiz Mora
2021: Anticipative information in a Brownian-Poisson market: the binary information Downloads
Bernardo D'Auria and Jose Antonio Salmerón Garrido
2021: Optimal stopping of an Ornstein-Uhlenbeck bridge Downloads
Bernardo D'Auria, Eduardo García Portugues and Abel Guada Azze
2021: A quantile based dimension reduction technique Downloads
Álvaro Méndez Civieta, María del Carmen Aguilera Morillo and Rosa Elvira Lillo Rodríguez
2021: Some results on optimally exercising American put options for time-inhomogeneous processes Downloads
Bernardo D'Auria, Eduardo García Portugues and Abel Guada
2021: How to explain the cross-section of equity returns through Common Principal Components Downloads
José Manuel Cueto, Aurea Grané Chávez and Ignacio Cascos Fernández
2021: Dynamic factor models: does the specification matter? Downloads
Karen Alejandra Miranda Gualdrón, Pilar Poncela and Esther Ruiz Ortega
2021: Expecting the unexpected: economic growth under stress Downloads
Gloria Gonzalez Rivera, Carlos Rodríguez Caballero and Esther Ruiz Ortega
2021: Integrated nested Laplace approximations for threshold stochastic volatility models Downloads
P. De Zea Bermudez, Juan Miguel Marín Díazaraque, Havard Rue and Helena Veiga
2020: Adaptative predictability of stock market returns Downloads
Isabel Casas, Xiuping Mao and Helena Veiga
2020: What do international energy prices have in common after taking into account the key drivers? Downloads
Maximo Camacho, Ángela Caro Navarro and Daniel Peña
2020: Contagion in sequential financial markets: an experimental analysis Downloads
Ronald Peeters, Helena Veiga and Marc Vorstaz
2020: Valuation in the energy sector: Fundamentals or bubbles? Downloads
Sofia Ramos, Helena Veiga and I-Chuan Huang
2020: Discovering general and sectorial trends in a large set of time series Downloads
Guillermo Carlomagno Real and Antoni Espasa
2020: A solution method for the shared Resource Constrained Multi-Shortest Path Problem Downloads
David García Heredia, Elisenda Molina Ferragut, Manuel Laguna and Antonio Alonso Ayuso
2020: Factor extraction using Kalman filter and smoothing: this is not just another survey Downloads
Pilar Poncela, Esther Ruiz Ortega and Karen Alejandra Miranda Gualdrón
2020: Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer Downloads
Juan Carlos Laria de la Cruz, María del Carmen Aguilera Morillo, Enrique Álvarez, Rosa Elvira Lillo Rodríguez, Sara López Taruella, María Del Monte Millán, Antonio C. Picornell, Miguel Martín and Juan Romo
2020: Adaptive quadrature schemes for Bayesian inference via active learning Downloads
Fernando Llorente Fernandez, Luca Martino, Víctor Elvira Arregui, David Delgado Gómez and Javier López Santiago
2020: Direct versus iterated multi-period Value at Risk Downloads
Maria Rosa Nieto Delfin and Esther Ruiz Ortega
2020: Quantile Consumption-Capital Asset Pricing Downloads
Sofia Ramos, Abderrahim Taamouti, María Helena Lopes Moreira Da Veiga and Chih-Wei Wang
2019: Comparing Forecasts of Extremely Large Conditional Covariance Matrices Downloads
Guilherme Moura, André A. P. Santos and Esther Ruiz
2019: Prediction regions for interval-valued time series Downloads
Gloria Gonzalez-Rivera, Yun Luo and Esther Ruiz Ortega
2019: Growth with heterogenous interdependence Downloads
Karen Alejandra Miranda Gualdrón, Miguel Manjon Antolin and Oscar Martinez Ibañez
2019: Insider information and its relation with the arbitrage condition and the utility maximization problem Downloads
Bernardo D'Auria and Jose Antonio Salmeron Garrido
2019: Optimal exercise of American options under stock pinning Downloads
Bernardo D'Auria, Eduardo García Portugues and Abel Guada-Azze
2019: Models for expected returns with statistical factors Downloads
José Manuel Cueto, Aurea Grané Chávez and Ignacio Cascos Fernández
2019: Out-of-sample prediction in multidimensional P-spline models Downloads
Alba Carballo González, María Luz Durbán Reguera and Dae-Jin Lee
2019: A Depth for Censured Functional Data Downloads
Antonio Elías Fernández, Raúl José Jiménez Recaredo, Anna M. Paganoni and Laura M. Sangalli
2019: Shrinkage reweighted regression Downloads
Elisa Cabana Garceran del Vall, Rosa Elvira Lillo Rodríguez and Henry Laniado Rodas
2019: Quantile regression: a penalization approach Downloads
Álvaro Méndez Civieta, María del Carmen Aguilera Morillo and Rosa Elvira Lillo Rodríguez
2019: Multivariate expectile trimming and the BExPlot Downloads
Ignacio Cascos Fernández and Maicol Jesús Ochoa Arellano
2019: Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models Downloads
Garry David Alan Phillips and Dandan Wang
2019: Exploring option pricing and hedging via volatility asymmetry Downloads
Isabel Casas and Helena Veiga
2019: Data cloning estimation for asymmetric stochastic volatility models Downloads
Patrícia de Zea Bermudez, Juan Miguel Marín Díazaraque and Helena Veiga
2019: Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football Downloads
Stefano Cabras, J Reade and Juan de Dios Tena
2019: Detecting Gender Discrimination in Intrahousehold Resource Allocation Downloads
Javier Maldonado
2018: Variational Inference for high dimensional structured factor copulas Downloads
Hoang Nguyen, María Concepción Ausín Olivera and Pedro Galeano San Miguel
2018: A short note on "Anticipative Portfolio Optimization" Downloads
Bernardo D'Auria and Jose Antonio Salmeron Garrido
2018: Estimation of the common component in Dynamic Factor Models Downloads
Ángela Caro Navarro and Daniel Peña
2018: Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection Downloads
Nicolás Jorge Hernández Banadik, Gabriel Martos, Alberto Muñoz García and Javier M. Moguerza
2018: Growth in Stress Downloads
Gloria Gonzalez-Rivera, Esther Ruiz Ortega and Javier Maldonado
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