Publicaciones en colaboración con investigadores/as de National Tsing Hua University (3)

2017

  1. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

    PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017)

2016

  1. Market integration dynamics and asymptotic price convergence in distribution

    Economic Modelling, Vol. 52, pp. 913-925

2013

  1. Risk modelling and management: An overview

    Mathematics and Computers in Simulation, Vol. 94, pp. 159-163