Javier Perote

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Financial market crash prediction through analysis of stable and Pareto distributions	2026-04-22	Paper
Quantitative easing and correlation dynamics in the aftermath of the great recession: a dynamic conditional correlation with exogenous variables approach Bulletin of Economic Research	2024-11-29	Paper
Asymptotic expansions for market risk assessment: evidence in energy and commodity indices	2024-09-11	Paper
The impact of economic policy uncertainty and monetary policy on R\&D investment: an option pricing approach Economics Letters	2022-07-26	Paper
Risk quantification and validation for Bitcoin Operations Research Letters	2021-04-07	Paper
Flexible distribution functions, higher-order preferences and optimal portfolio allocation Quantitative Finance	2019-09-26	Paper
Strategic behavior in regressions: an experimental study Theory and Decision	2015-11-13	Paper
Gram-Charlier densities: maximum likelihood versus the method of moments Insurance Mathematics & Economics	2014-04-25	Paper
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty Economics Letters	2012-07-13	Paper
Gram-Charlier densities: a multivariate approach Quantitative Finance	2009-12-07	Paper
Bidding `as if' risk neutral in experimental first price auctions without information feedback Experimental Economics	2008-07-30	Paper
Strategy-proof estimators for simple regression. Mathematical Social Sciences	2004-06-11	Paper

Research outcomes over time

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