Browsing by Author Vidal-Llana, Xenxo
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
|---|---|---|
| 1-Dec-2020 | Advanced analytics pricing for the calculation of post-covid19 scenarios in automobile insurance | Vidal-Llana, Xenxo; Guillén, Montserrat |
| 17-Nov-2022 | Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility | Vidal-Llana, Xenxo; Guillén, Montserrat |
| 1-Jan-2023 | European stock market volatility connectedness: The role of country and sector membership | Vidal-Llana, Xenxo; Uribe Gil, Jorge Mario; Guillén, Montserrat |
| 2022 | Inequality of subjective economic uncertainty and individual economic prospects in the pandemic period | Guillén, Montserrat; Santolino, Miguel; Vidal-Llana, Xenxo |
| 2022 | Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation estimations with non-crossing conditions | Vidal-Llana, Xenxo; Salort Sánchez, Carlos; Coia, Vincenzo; Guillén, Montserrat |
| 2021 | Rethinking Asset Pricing with Quantile Factor Models | Uribe Gil, Jorge Mario; Guillén, Montserrat; Vidal-Llana, Xenxo |