Javier Perote

Available identifiers

Publication	Date of Publication	Type
Quantitative easing and correlation dynamics in the aftermath of the great recession: a dynamic conditional correlation with exogenous variables approach	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	2022-07-26	Paper
Risk quantification and validation for Bitcoin	2021-04-07	Paper
Flexible distribution functions, higher-order preferences and optimal portfolio allocation	2019-09-26	Paper
Strategic behavior in regressions: an experimental study	2015-11-13	Paper
Gram-Charlier densities: maximum likelihood versus the method of moments	2014-04-25	Paper
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty	2012-07-13	Paper
Gram–Charlier densities: a multivariate approach	2009-12-07	Paper
Bidding `as if' risk neutral in experimental first price auctions without information feedback	2008-07-30	Paper
Strategy-proof estimators for simple regression.	2004-06-11	Paper

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