2
H index
0
i10 index
13
Citations
Ricardo Crisóstomo : Citation Profile
Government of Spain (50% share) | RESEARCH PRODUCTION: 2 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2014 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ricardo Crisóstomo. | Is cited by:
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Main data
Where Ricardo Crisóstomo has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 6 |
| CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department | 5 |
Recent works citing Ricardo Crisóstomo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Quantum-Inspired Tensor Neural Networks for Option Pricing. (2024). Jahromi, Saeed S ; Orus, Roman ; Patel, Raj G ; Castellani, Pierre ; Porte, Vincent ; Abid, Mustafa ; Dominguez, Tomas ; Tziritas, Kris ; Aubert, Stephane ; Michel, Christophe ; Sharma, Shivam ; Hsing, Chia-Wei ; Sahin, Serkan ; Palmer, Samuel ; Mugel, Samuel. In: Papers. RePEc:arx:papers:2212.14076. Full description at Econpapers || Download paper |
| 2024 | Predictability of Exchange Rate Density Forecasts for Emerging Economies in the Short Run. (2024). Moura, Jaqueline Terra. In: Working Papers Series. RePEc:bcb:wpaper:588. Full description at Econpapers || Download paper |
| 2024 | Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549. Full description at Econpapers || Download paper |
| 2024 | International evidence of the forecasting ability of option‐implied distributions. (2024). Vich, Magdalena M ; Vaellosebastia, Antoni ; Serrano, Pedro. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1447-1464. Full description at Econpapers || Download paper |
Works by Ricardo Crisóstomo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab.(2014) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | Speed and biases of Fourier-based pricing choices: A numerical analysis In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes.(2017) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2021 | Estimating real-world probabilities: A forward-looking behavioral framework In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Estimating real word probabilities: a forward-looking behavioral framework.(2021) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Estimating real‐world probabilities: A forward‐looking behavioral framework.(2021) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | Measuring Transition Risk in Investment Funds In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Measuring Transition Risk in Investment Funds.(2023) In: CNMV Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2025 | Quantifying firm-level risks from nature deterioration In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Estimación de probabilidades representativas del mundo real: importancia de los sesgos conductuales In: CNMV Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Speed and biases of Fourier-based pricing choices: Analysis of the Bates and Asymmetric Variance Gamma models In: CNMV Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Financial contagion with spillover effects: a multiplex network approach In: ESRB Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
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