José Manuel Corcuera

Available identifiers

zbMath Open corcuera.jose-manuelMaRDI QIDQ654401

List of research outcomes

Publication	Date of Publication	Type
Kyle equilibrium under random price pressure	2019-10-23	Paper
KYLE–BACK’S MODEL WITH A RANDOM HORIZON	2018-04-11	Paper
On the Optimal Investment	2017-07-31	Paper
CoCos under short-term uncertainty	2017-04-11	Paper
CoCos with Extension Risk. A Structural Approach	2017-01-16	Paper
Pricing CoCos with a Market Trigger	2016-04-22	Paper
Asymptotics of weighted random sums	2015-12-16	Paper
Ambit Processes, Their Volatility Determination and Their Applications	2015-09-16	Paper
A continuous auction model with insiders and random time of information release	2014-11-11	Paper
Asymptotic theory for Brownian semi-stationary processes with application to turbulence	2014-04-28	Paper
Erratum	2014-02-19	Paper
A Short Rate Model Using Ambit Processes	2013-07-30	Paper
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes	2013-07-08	Paper
New central limit theorems for functionals of Gaussian processes and their applications	2013-01-11	Paper
Completeness and Hedging in a Lévy Bond Market	2012-09-07	Paper
Statistical Inference and Malliavin Calculus	2012-08-24	Paper
Enlargements of filtrations and applications	2012-01-27	Paper
Multipower variation for Brownian semistationary processes	2011-12-28	Paper
Dynamic complex hedging in additive markets	2011-04-29	Paper
Implied Lévy volatility	2010-02-05	Paper
Convergence of certain functionals of integral fractional processes	2010-01-04	Paper
Power variation for Gaussian processes with stationary increments	2009-06-04	Paper
Bipower Variation for Gaussian Processes with Stationary Increments	2009-04-14	Paper
Approximate predictive pivots for autoregressive processes	2008-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5436600	2008-01-17	Paper
A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes	2007-02-15	Paper
Multivariate prediction	2006-11-06	Paper
Power variation of some integral fractional processes	2006-11-06	Paper
Optimal investment in a Lévy market	2006-06-28	Paper
Additional utility of insiders with imperfect dynamical information	2005-05-20	Paper
Completion of a Lévy market by power-jump assets	2005-05-20	Paper
A Generalized Bayes Rule for Prediction	2000-03-01	Paper
Riemannian barycentres and geodesic convexity	2000-02-01	Paper
A characterization of monotone and regular divergences	1999-10-17	Paper
On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions	1999-07-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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