| European stock market volatility connectedness: The role of country and sector membership X Vidal-Llana, JM Uribe, M Guillén Journal of International Financial Markets, Institutions and Money 82, 101696, 2023 | 11 | 2023 |
| Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility X Vidal-Llana, M Guillén The North American Journal of Economics and Finance 63, 101835, 2022 | 3 | 2022 |
| Moving Beyond the Mean: Explaining the Cross-Sectional Tails with Firms’ Characteristics JM Uribe, M Guillen, X Vidal-Llana Available at SSRN 4735095, 0 | 3* | |
| Desigualdad de la incertidumbre económica subjetiva y perspectivas económicas individuales durante la pandemia M Santolino, M Guillen, X Vidal-LLana Revista de Métodos Cuantitativos para la Economía y la Empresa, 1-18, 2024 | 2* | 2024 |
| Non-Crossing Dual Neural Network: Joint Value at Risk and Conditional Tail Expectation Regression with Non-Crossing Conditions X Vidal-Llana, C Salort Sánchez, V Coia, M Guillen Available at SSRN 4351877, 2023 | 2* | 2023 |
| External Spillover Index and Its Relation with GDP per Capita on European Countries X Vidal-Llana, JM Uribe, M Guillen MAF 2022: Mathematical and Statistical Methods for Actuarial Sciences and …, 2022 | 1 | 2022 |
| Advanced analytics pricing for the calculation of post-covid19 scenarios in automobile insurance X Vidal-Llana, M Guillén Anales del Instituto de Actuarios Españoles, 2020, vol. 26, p. 157-179, 2020 | 1 | 2020 |
| Essays on Machine Learning for Risk Analysis in Finance, Insurance and Energy X Vidal-Llana Universitat de Barcelona, 2023 | | 2023 |
Montserrat GuillenICREA Academia & Full Professor (University of Barcelona) ORCID 0000-0002-2644-6268Verified email at ub.edu
