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Angel Leon Valle
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Year
Autoregresive conditional volatility, skewness and kurtosis
Á León, G Rubio, G Serna
The Quarterly Review of Economics and Finance 45 (4-5), 599-618, 2005
2672005
Measurement of formal harmonization progress:: The IASC experience
P Garrido, Á León, A Zorio
The international journal of accounting 37 (1), 1-26, 2002
1892002
Parametric properties of semi-nonparametric distributions, with applications to option valuation
Á León, J Mencía, E Sentana
Journal of Business & Economic Statistics 27 (2), 176-192, 2009
1332009
The relationship between risk and expected return in Europe
A León, JM Nave, G Rubio
Journal of Banking & Finance 31 (2), 495-512, 2007
1212007
Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
G Fiorentini, A Leon, G Rubio
Journal of empirical Finance 9 (2), 225-255, 2002
792002
Modeling the euro overnight rate
F Benito, Á León, J Nave
Journal of Empirical Finance 14 (5), 756-782, 2007
492007
Modelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return index
A León, J Mora
Spanish Economic Review 1, 215-238, 1999
421999
New measures of monetary policy surprises and jumps in interest rates
Á León, S Sebestyén
Journal of Banking & Finance 36 (8), 2323-2343, 2012
362012
One-sided performance measures under Gram-Charlier distributions
A León, M Moreno
Journal of banking & finance 74, 38-50, 2017
332017
Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting
B Acereda, A Leon, J Mora
Finance Research Letters 33, 101181, 2020
292020
American GARCH employee stock option valuation
A León, A Vaello-Sebastiá
Journal of Banking & Finance 33 (6), 1129-1143, 2009
292009
Comportamiento del precio y volatilidad en el pool eléctrico español
Á León, A Rubia
Instituto Valenciano de Investigaciones Económicas, 2001
262001
Valuation of a biotech company: A real options approach
Á León, D Piñeiro
CEMFI, Centro de Estudios Monetarios y Financieros, 2004
242004
Testing for weekly seasonal unit roots in the Spanish power pool
A León, A Rubia
Modelling Prices in Competitive Electricity Markets. Wiley Series in …, 2004
232004
Screening rules and portfolio performance
A León, L Navarro, B Nieto
The North American Journal of Economics and Finance 48, 642-662, 2019
212019
Backtesting VaR under the COVID-19 sudden changes in volatility
B Castillo, Á León, TM Ñíguez
Finance Research Letters 43, 102024, 2021
172021
Modeling asset returns under time-varying semi-nonparametric distributions
Á León, TM Ñíguez
Journal of Banking & Finance 118, 105870, 2020
172020
An empirical comparison of the performance of alternative option pricing models
E Ferreira, M Gago, Á León, G Rubio
investigaciones económicas 29 (3), 483-523, 2005
162005
Investment option under CIR interest rates
J Carmona, A León
Finance Research Letters 4 (4), 242-253, 2007
152007
Pricing executive stock options under employment shocks
J Carmona, A León, A Vaello-Sebastià
Journal of Economic Dynamics and Control 35 (1), 97-114, 2011
142011
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Articles 1–20