Javier Perote : Citation Profile


Are you Javier Perote?

Universidad de Salamanca

7

H index

6

i10 index

273

Citations

RESEARCH PRODUCTION:

42

Articles

24

Papers

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 13
   Journals where Javier Perote has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 37 (11.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe277
   Updated: 2021-02-20    RAS profile: 2021-01-29    
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Relations with other researchers


Works with:

Mora-Valencia, Andrés (13)

Cortés, Lina (11)

Trespalacios, Alfredo (4)

Ñíguez Grau, Trino (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Javier Perote.

Is cited by:

Gächter, Simon (24)

Neugebauer, Tibor (13)

Fischbacher, Urs (10)

Renner, Elke (8)

Fatas, Enrique (7)

DEL BRIO, ESTHER (5)

Bolle, Friedel (4)

Degryse, Hans (4)

García-Gallego, Aurora (3)

Violante, Francesco (3)

Zizzo, Daniel (3)

Cites to:

Mora-Valencia, Andrés (37)

Cortés, Lina (29)

Gallant, A. (27)

Bollerslev, Tim (26)

DEL BRIO, ESTHER (25)

Ñíguez Grau, Trino (24)

Jondeau, Eric (22)

Rockinger, Michael (22)

Engle, Robert (21)

Mauleón, Ignacio (20)

Sentana, Enrique (19)

Main data


Where Javier Perote has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
Emerging Markets Review2
Sustainability2
International Review of Financial Analysis2
The North American Journal of Economics and Finance2
Quantitative Finance2
The European Journal of Finance2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo CIEF / Universidad EAFIT8
Experimental / University Library of Munich, Germany3
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces3
Working Papers / Banco de Espaa2
Working Papers / Lancaster University Management School, Economics Department2

Recent works citing Javier Perote (2021 and 2020)


YearTitle of citing document
2020Observability, Social Proximity, and the Erosion of Norm Compliance. (2020). Nosenzo, Daniele ; Bicchieri, Cristina ; Gachter, Simon ; Dimant, Eugen. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:009.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043.

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2020Insider trading in the run-up to merger announcements. Before and after the UKs Financial Services Act 2012. (2020). Ausloos, Marcel ; Pham, Rebecaa. In: Papers. RePEc:arx:papers:2012.11594.

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2021Non-Manipulable Machine Learning: The Incentive Compatibility of Lasso. (2021). Eliaz, Kfir ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2101.01144.

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2020Backtesting portfolio value‐at‐risk with estimated portfolio weights. (2020). Pei, Pei ; Du, Zaichao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:605-619.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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2020Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647.

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2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

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2020Can expanding natural gas infrastructure mitigate CO2 emissions? Analysis of heterogeneous and mediation effects for China. (2020). Ren, Xiaohang ; Dong, Xiucheng. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301705.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106.

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2020The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040.

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2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

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2020Efficiency in the markets of crypto-currencies. (2020). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438.

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2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

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2020The cognitive foundations of cooperation. (2020). Garagnani, Michele ; Alos-Ferrer, Carlos. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:175:y:2020:i:c:p:71-85.

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2020The Fragility of a Nudge: the power of self-set norms to contain a social dilemma. (2020). Kurschilgen, Michael ; Engel, Christoph. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300507.

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2020Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits. (2020). Tomaschitz, Roman. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119317935.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020The determinants of cash flow sensitivity of cash: The family ownership effect. (2020). Yaman, Serhat ; Lozano, Belen M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919304386.

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2020In-group favouritism and social norms: Public goods experiments in Tanzania. (2020). Vyrastekova, Jana ; Kok, Lucille ; Stoker, Hester ; Oosterbaan, Veerle. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:85:y:2020:i:c:s2214804319301405.

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2020Nudging cooperation in public goods provision. (2020). Barron, Kai ; Nurminen, Tuomas. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:88:y:2020:i:c:s2214804319302563.

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2020A Conceptual Framework to Classify and Manage Risk, Uncertainty and Ambiguity: An Application to Energy Policy. (2020). Romerio, Franco ; Gaudard, Ludovic. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:6:p:1422-:d:334037.

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2020Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions. (2020). Barbieri, Laura ; Vacca, Gianmarco ; Zoia, Maria Grazia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:123-:d:445689.

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2020Sustainable Portfolio Optimization with Higher-Order Moments of Risk. (2020). Waqar, Syed M ; Imdad, Rana Shahid ; Khan, Kanwal Iqbal ; Ghafoor, Muhammad Mudassar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2006-:d:328913.

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2021Sustainable Consumer Tax Evasion Theory under Information Inattention. (2021). Herzog, Bodo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:562-:d:477266.

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2020Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Laaribi, Sana ; Klein, Jules ; Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-02901988.

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2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020.

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2020On the Role of Group Size in Tournaments: Theory and Evidence from Laboratory and Field Experiments. (2020). Zhou, Haiwen ; van Soest, Daan ; Stoop, Jan ; List, John. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:10:p:4359-4377.

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2020L impact des mécanismes de gouvernance interne sur le risque opérationnel bancaire. (2020). Henchiri, Jamel Eddine ; Bouabdallah, Narjess. In: Journal of Academic Finance. RePEc:jaf:journl:v:11:y:2020:i:1:n:393.

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2020Risk, Temptation, and Efficiency in Prisoners Dilemmas. (2020). Sefton, Martin ; Lee, Kyeongtae ; Gaechter, Simon. In: Discussion Papers. RePEc:not:notcdx:2020-15.

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2020Inefficient Cooperation under Stochastic and Strategic Uncertainty. (2020). Orland, Andreas ; Nithammer, Juri ; Guth, Werner ; WERNER GÜTH, ; Bruttel, Lisa. In: CEPA Discussion Papers. RePEc:pot:cepadp:20.

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2020Voluntary contributions in a system with uncertain returns: a case of systemic risk. (2020). Morone, Andrea ; Georgantzís, Nikolaos ; Colasante, Annarita ; Georgantzis, Nikolaos ; Garcia-Gallego, Aurora. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00276-z.

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2020Comparing alternative estimation methods of a public goods game. (2020). Kent, Danielle. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:6:y:2020:i:2:d:10.1007_s40881-020-00092-3.

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2021.

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2020The Information Content of Insider Silence in Vietnam Security Market. (2020). Chung, Tammy Tran ; Huang, Han-Ching. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:10:y:2020:i:3:f:10_3_9.

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2020Nudging cooperation in public goods provision. (2020). Barron, Kai ; Nurminen, Tuomas. In: EconStor Open Access Articles. RePEc:zbw:espost:216878.

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Works by Javier Perote:


YearTitleTypeCited
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
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2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
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2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 3
article
2003Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting.
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article14
2012Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics.
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article5
2006WITHIN‐TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review.
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article15
2005Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental.
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This paper has another version. Agregated cites: 15
paper
2003The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces.
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2003The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin.
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This paper has another version. Agregated cites: 1
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2003A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces.
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2003Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces.
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2004Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences.
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This paper has another version. Agregated cites: 3
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2010Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003.
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2004Forecasting the density of asset returns In: STICERD - Econometrics Paper Series.
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2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
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2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF.
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2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
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This paper has another version. Agregated cites: 2
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2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF.
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2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo CIEF.
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2019Firm size and concentration inequality: A flexible extension of Gibrat’s law In: Documentos de Trabajo CIEF.
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2019Uncertainty in Electricity Markets from a seminonparametric Approach In: Documentos de Trabajo CIEF.
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2020Uncertainty in electricity markets from a semi-nonparametric approach.(2020) In: Energy Policy.
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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions In: Documentos de Trabajo CIEF.
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2020Firm size and economic concentration: An analysis from lognormal expansion In: Documentos de Trabajo CIEF.
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2020Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts In: Documentos de Trabajo CIEF.
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2008FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER? In: Applied Econometrics and International Development.
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2017Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance.
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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance.
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2012On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters.
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2014VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review.
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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review.
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2019The drivers of Bitcoin demand: A short and long-run analysis In: International Review of Financial Analysis.
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2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis.
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2018Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters.
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2012Gram–Charlier densities: Maximum likelihood versus the method of moments In: Insurance: Mathematics and Economics.
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2011Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting.
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2011Multivariate semi-nonparametric distributions with dynamic conditional correlations.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 5
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2009Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments In: Journal of Economic Psychology.
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2005Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2005) In: Experimental.
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2007Selfish-biased conditional cooperation: On the decline of contributions in repeated public goods experiments.(2007) In: Kiel Working Papers.
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2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications.
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2020Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications.
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2002An investigation of insider trading profits in the Spanish stock market In: The Quarterly Review of Economics and Finance.
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article23
2012Strategic behavior in regressions: an experimental In: Working Papers.
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2020A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies.
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2018Efficiency and Sustainability in Teamwork: The Role of Entry Costs In: Sustainability.
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article1
2020Determinants of the Public Debt in the Eurozone and Its Sustainability Amid the Covid-19 Pandemic In: Sustainability.
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2007What Enhances Insider Trading Profitability? In: Atlantic Economic Journal.
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2008Bidding ‘as if’ risk neutral in experimental first price auctions without information feedback In: Experimental Economics.
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2006Positive Definiteness of Multivariate Densities Based on Hermite Polynomials In: International Advances in Economic Research.
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2015Strategic behavior in regressions: an experimental study In: Theory and Decision.
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2013Higher-order moments in the theory of diversification and portfolio composition In: Working Papers.
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2011On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers.
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2017The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade.
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2017The Lazarillo’s game: Sharing resources with asymmetric conditions In: PLOS ONE.
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2008Multivariate Gram-Charlier Densities In: MPRA Paper.
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2017Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
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2016Effects of opportunistic behaviors on security markets: an experimental approach to insider trading and earnings management In: Economia Politica: Journal of Analytical and Institutional Economics.
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2004The multivariate Edgeworth-Sargan density In: Spanish Economic Review.
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2020The demand for Divisia money in the United States: evidence from the CFS Divisia M3 aggregate In: Applied Economics Letters.
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2019Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications In: The European Journal of Finance.
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2000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t In: The European Journal of Finance.
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2019Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance.
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2009Gram-Charlier densities: a multivariate approach In: Quantitative Finance.
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2005THEORY AND MISBEHAVIOR OF FIRST-PRICE AUCTIONS: THE IMPORTANCE OF INFORMATION FEEDBACK IN EXPERIMENTAL MARKETS In: Experimental.
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