4
H index
3
i10 index
110
Citations
Banco de España | 4 H index 3 i10 index 110 Citations RESEARCH PRODUCTION: 7 Articles 2 Papers RESEARCH ACTIVITY: 9 years (2011 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgo918 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Maria T. Gonzalez-Perez. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236. Full description at Econpapers || Download paper |
2023 | Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571. Full description at Econpapers || Download paper |
2023 | GARCH option pricing with volatility derivatives. (2023). Park, Yang-Ho ; Oh, Dong Hwan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002989. Full description at Econpapers || Download paper |
2023 | Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211. Full description at Econpapers || Download paper |
2023 | Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725. Full description at Econpapers || Download paper |
2023 | Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939. Full description at Econpapers || Download paper |
2023 | Another look at the dividend-price relationship in the accounting valuation framework. (2023). Sen, Pradyot K ; Easterday, Kathryn E. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01167-y. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Coherent Model-Free Implied Volatility: A Corridor Fix for High-Frequency VIX In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 18 |
2020 | Factores de microestructura del mercado en la determinación del precio del petróleo In: Boletín Económico. [Full Text][Citation analysis] | article | 0 |
2020 | Market microstructure factors in the determination of oil prices In: Economic Bulletin. [Full Text][Citation analysis] | article | 0 |
2020 | Eurozone prices: a tale of convergence and divergence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | An empirical assessment of proposed solutions for resolving scale problems in value relevance accounting research In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Day-of-the-week effect on the VIX. A parsimonious representation In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2015 | Model-free volatility indexes in the financial literature: A review In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 32 |
2015 | Exploring Return Dynamics via Corridor Implied Volatility In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 47 |
2011 | The information content in a volatility index for Spain In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team