| Title | Other author(s) | |
|---|---|---|
Valuation of VIX derivativesBank of Spain Working Papers [View] (Paper: 1232, 24.09.2012) |
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Distributional tests in multivariate dynamic models with Normal and Student t innovationsBank of Spain Working Papers [View] (Paper: 0929, 21.12.2009) |
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Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (1.129 KB)Bank of Spain Working Papers [View] (Paper: 0909, 02.06.2009) |
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Testing Uncovered Interest Parity: A Continuous-Time ApproachBank of Canada Working papers [View] (Paper: 2007-53, 08.11.2007) |
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Parametric properties of semi-nonparametric distributions, with applications to option valuationBank of Spain Working Papers [View] (Paper: 0707, 27.03.2007) JEL: G13 |
