| Title | Other author(s) | |
|---|---|---|
A model for vast panels of volatilitiesBank of Spain Working Papers [View] (Paper: 1230, 12.09.2012) |
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Marginal quantiles for stationary processesBank of Spain Working Papers [View] (Paper: 1228, 14.08.2012) JEL: C01 |
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TailCoRBank of Spain Working Papers [View] (Paper: 1227, 14.08.2012) |
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Which model to match?Bank of Spain Working Papers [View] (Paper: 1229, 14.08.2012) |