Author Search Results :: UTM Library Massive Scholar Tracking

1

Times and Sizes of Jumps in the Mexican Interest Rate by José Antonio Núñez Mora, Arturo Lorenzo Valdés

Published 2008-01-01

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2

Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets by Ramona Serrano Bautista, José Antonio Núñez Mora

Published 2021-12-01

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3

Riesgo operativo: esquema de gestión y modelado del riesgo by José Antonio Núñez Mora, José Juan Chávez Gudiño

Published 2010-01-01

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4

Multivariate Distribution in the Stock Markets of Brazil, Russia, India, and China by Leovardo Mata Mata, José Antonio Núñez Mora, Ramona Serrano Bautista

Published 2021-04-01

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5

Remesas, consumo y desarrollo humano: evidencias de la dependencia de México by José Luis de la Cruz Gallegos, José Antonio Núñez Mora

Published 2013-01-01

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6

Volatilidad del precio de la mezcla mexicana de exportacion by Javier Dávila Pérez, José Antonio Núñez Mora, Antonio Ruiz Porras

Published 2006-01-01

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7

Measuring information flux between social media and stock prices with Transfer Entropy. by Román Alejandro Mendoza Urdiales, Andrés García-Medina, José Antonio Nuñez Mora

Published 2021-01-01

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8

Determinantes externos del consumo privado en México by José Luis de la de la Cruz Gallegos, José Antonio Núñez-Mora

Published 2005-01-01

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9

Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach by José Antonio Núñez-Mora, Mario Iván Contreras-Valdez, Roberto Joaquín Santillán-Salgado

Published 2023-10-01

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10

COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets by José Antonio Núñez-Mora, Roberto Joaquín Santillán-Salgado, Mario Iván Contreras-Valdez

Published 2022-04-01

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11

Loan Default Prediction: A Complete Revision of LendingClub by José Antonio Núñez Mora, Pamela Moncayo, Carlos Franco, Pilar Madrazo-Lemarroy, Jaime Beltrán

Published 2023-06-01

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12

Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails by Mario Ivan Contreras-Valdez, Sonal Sahu, José Antonio Núñez-Mora, Roberto Joaquín Santillán-Salgado

Published 2024-03-01

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13

Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods by Román A. Mendoza-Urdiales, José Antonio Núñez-Mora, Roberto J. Santillán-Salgado, Humberto Valencia-Herrera

Published 2022-06-01

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