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You searched for +publisher:"Universidad Complutense de Madrid" +contributor:("Novales Cinca, Alfonso"). Showing records 1 – 11 of 11 total matches.

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1. García Jorcano, Laura. Sample size, skewness and leverage effects in value at risk and expected shortfall estimation.

Degree: 2018, Universidad Complutense de Madrid

 La estimación de las medidas de riesgo es un area de gran importancia en la industria financiera. Las medidas de riesgo juegan un papel principal… (more)

Subjects/Keywords: Finanzas

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

García Jorcano, L. (2018). Sample size, skewness and leverage effects in value at risk and expected shortfall estimation. (Thesis). Universidad Complutense de Madrid. Retrieved from http://hdl.handle.net/10803/461273

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

García Jorcano, Laura. “Sample size, skewness and leverage effects in value at risk and expected shortfall estimation.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://hdl.handle.net/10803/461273.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

García Jorcano, Laura. “Sample size, skewness and leverage effects in value at risk and expected shortfall estimation.” 2018. Web. 26 May 2019.

Vancouver:

García Jorcano L. Sample size, skewness and leverage effects in value at risk and expected shortfall estimation. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://hdl.handle.net/10803/461273.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

García Jorcano L. Sample size, skewness and leverage effects in value at risk and expected shortfall estimation. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://hdl.handle.net/10803/461273

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

2. Chamizo Cana, Álvaro Mª. Risk premiumin the global creditMarkets: 2006-2012.

Degree: 2017, Universidad Complutense de Madrid

 ¿What have we learnt from the 2006-2012 crisis, including events such as the subprime crisis, the bankruptcy of Lehman Brothers or the European sovereign debt… (more)

Subjects/Keywords: Crisis económicas

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chamizo Cana, . M. (2017). Risk premiumin the global creditMarkets: 2006-2012. (Thesis). Universidad Complutense de Madrid. Retrieved from http://hdl.handle.net/10803/399001

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chamizo Cana, Álvaro Mª. “Risk premiumin the global creditMarkets: 2006-2012.” 2017. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://hdl.handle.net/10803/399001.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chamizo Cana, Álvaro Mª. “Risk premiumin the global creditMarkets: 2006-2012.” 2017. Web. 26 May 2019.

Vancouver:

Chamizo Cana M. Risk premiumin the global creditMarkets: 2006-2012. [Internet] [Thesis]. Universidad Complutense de Madrid; 2017. [cited 2019 May 26]. Available from: http://hdl.handle.net/10803/399001.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chamizo Cana M. Risk premiumin the global creditMarkets: 2006-2012. [Thesis]. Universidad Complutense de Madrid; 2017. Available from: http://hdl.handle.net/10803/399001

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Chamizo Cana, Álvaro Mª. Risk premiumin the global creditMarkets: 2006-2012.

Degree: 2017, Universidad Complutense de Madrid

 ¿What have we learnt from the 2006-2012 crisis, including events such as the subprime crisis, the bankruptcy of Lehman Brothers or the European sovereign debt… (more)

Subjects/Keywords: Crisis económicas

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chamizo Cana, . M. (2017). Risk premiumin the global creditMarkets: 2006-2012. (Thesis). Universidad Complutense de Madrid. Retrieved from http://hdl.handle.net/10803/399059

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chamizo Cana, Álvaro Mª. “Risk premiumin the global creditMarkets: 2006-2012.” 2017. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://hdl.handle.net/10803/399059.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chamizo Cana, Álvaro Mª. “Risk premiumin the global creditMarkets: 2006-2012.” 2017. Web. 26 May 2019.

Vancouver:

Chamizo Cana M. Risk premiumin the global creditMarkets: 2006-2012. [Internet] [Thesis]. Universidad Complutense de Madrid; 2017. [cited 2019 May 26]. Available from: http://hdl.handle.net/10803/399059.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chamizo Cana M. Risk premiumin the global creditMarkets: 2006-2012. [Thesis]. Universidad Complutense de Madrid; 2017. Available from: http://hdl.handle.net/10803/399059

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Andani Gil, Álvaro. Estrategias de cobertura de carteras e índices de renta variable: el mercado español.

Degree: 2017, Universidad Complutense de Madrid

 En línea con la creciente importancia de la cobertura de riesgos, la eficacia de las diferentes estrategias y las posibilidades de mejorar a través de(more)

Subjects/Keywords: Mercados bursátiles y financieros

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Andani Gil, . (2017). Estrategias de cobertura de carteras e índices de renta variable: el mercado español. (Thesis). Universidad Complutense de Madrid. Retrieved from http://hdl.handle.net/10803/398964

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Andani Gil, Álvaro. “Estrategias de cobertura de carteras e índices de renta variable: el mercado español.” 2017. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://hdl.handle.net/10803/398964.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Andani Gil, Álvaro. “Estrategias de cobertura de carteras e índices de renta variable: el mercado español.” 2017. Web. 26 May 2019.

Vancouver:

Andani Gil . Estrategias de cobertura de carteras e índices de renta variable: el mercado español. [Internet] [Thesis]. Universidad Complutense de Madrid; 2017. [cited 2019 May 26]. Available from: http://hdl.handle.net/10803/398964.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Andani Gil . Estrategias de cobertura de carteras e índices de renta variable: el mercado español. [Thesis]. Universidad Complutense de Madrid; 2017. Available from: http://hdl.handle.net/10803/398964

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Platania, Federico Daniel. Valuation of derivative assets under cyclical mean-reversion processes for spot prices.

Degree: 2013, Universidad Complutense de Madrid

 El comportamiento estoc´astico de ciertos productos financieros, como el tipo de interés y el precio de los commodities, ha sido objeto de importantes estudios acad´emicos… (more)

Subjects/Keywords: Probabilidades

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Platania, F. D. (2013). Valuation of derivative assets under cyclical mean-reversion processes for spot prices. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/22957/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2013. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/22957/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2013. Web. 26 May 2019.

Vancouver:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Internet] [Thesis]. Universidad Complutense de Madrid; 2013. [cited 2019 May 26]. Available from: http://eprints.ucm.es/22957/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Thesis]. Universidad Complutense de Madrid; 2013. Available from: http://eprints.ucm.es/22957/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Chamizo Cana, Álvaro Mª. Risk premiumin the global creditMarkets: 2006-2012.

Degree: 2018, Universidad Complutense de Madrid

Subjects/Keywords: Crisis económicas

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Chamizo Cana, . M. (2018). Risk premiumin the global creditMarkets: 2006-2012. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/40767/1/T38233.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chamizo Cana, Álvaro Mª. “Risk premiumin the global creditMarkets: 2006-2012.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/40767/1/T38233.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chamizo Cana, Álvaro Mª. “Risk premiumin the global creditMarkets: 2006-2012.” 2018. Web. 26 May 2019.

Vancouver:

Chamizo Cana M. Risk premiumin the global creditMarkets: 2006-2012. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://eprints.ucm.es/40767/1/T38233.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chamizo Cana M. Risk premiumin the global creditMarkets: 2006-2012. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://eprints.ucm.es/40767/1/T38233.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. García Jorcano, Laura. Sample size, skewness and leverage effects in value at risk and expected shortfall estimation.

Degree: 2018, Universidad Complutense de Madrid

Subjects/Keywords: Finanzas

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

García Jorcano, L. (2018). Sample size, skewness and leverage effects in value at risk and expected shortfall estimation. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/46253/1/T39548.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

García Jorcano, Laura. “Sample size, skewness and leverage effects in value at risk and expected shortfall estimation.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/46253/1/T39548.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

García Jorcano, Laura. “Sample size, skewness and leverage effects in value at risk and expected shortfall estimation.” 2018. Web. 26 May 2019.

Vancouver:

García Jorcano L. Sample size, skewness and leverage effects in value at risk and expected shortfall estimation. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://eprints.ucm.es/46253/1/T39548.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

García Jorcano L. Sample size, skewness and leverage effects in value at risk and expected shortfall estimation. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://eprints.ucm.es/46253/1/T39548.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Platania, Federico Daniel. Valuation of derivative assets under cyclical mean-reversion processes for spot prices.

Degree: 2018, Universidad Complutense de Madrid

Subjects/Keywords: Probabilidades

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Platania, F. D. (2018). Valuation of derivative assets under cyclical mean-reversion processes for spot prices. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/22957/1/T34768.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/22957/1/T34768.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2018. Web. 26 May 2019.

Vancouver:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://eprints.ucm.es/22957/1/T34768.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://eprints.ucm.es/22957/1/T34768.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

9. Andani Gil, Álvaro. Estrategias de cobertura de carteras e índices de renta variable: el mercado español.

Degree: 2018, Universidad Complutense de Madrid

Subjects/Keywords: Mercados bursátiles y financieros

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Andani Gil, . (2018). Estrategias de cobertura de carteras e índices de renta variable: el mercado español. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/40743/1/T38214.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Andani Gil, Álvaro. “Estrategias de cobertura de carteras e índices de renta variable: el mercado español.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/40743/1/T38214.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Andani Gil, Álvaro. “Estrategias de cobertura de carteras e índices de renta variable: el mercado español.” 2018. Web. 26 May 2019.

Vancouver:

Andani Gil . Estrategias de cobertura de carteras e índices de renta variable: el mercado español. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://eprints.ucm.es/40743/1/T38214.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Andani Gil . Estrategias de cobertura de carteras e índices de renta variable: el mercado español. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://eprints.ucm.es/40743/1/T38214.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

10. Platania, Federico Daniel. Valuation of derivative assets under cyclical mean-reversion processes for spot prices.

Degree: 2018, Universidad Complutense de Madrid

Subjects/Keywords: Probabilidades

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Platania, F. D. (2018). Valuation of derivative assets under cyclical mean-reversion processes for spot prices. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/22957/1/T34768.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/22957/1/T34768.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2018. Web. 26 May 2019.

Vancouver:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://eprints.ucm.es/22957/1/T34768.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://eprints.ucm.es/22957/1/T34768.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Platania, Federico Daniel. Valuation of derivative assets under cyclical mean-reversion processes for spot prices.

Degree: 2018, Universidad Complutense de Madrid

Subjects/Keywords: Probabilidades

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Platania, F. D. (2018). Valuation of derivative assets under cyclical mean-reversion processes for spot prices. (Thesis). Universidad Complutense de Madrid. Retrieved from http://eprints.ucm.es/22957/1/T34768.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2018. Thesis, Universidad Complutense de Madrid. Accessed May 26, 2019. http://eprints.ucm.es/22957/1/T34768.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Platania, Federico Daniel. “Valuation of derivative assets under cyclical mean-reversion processes for spot prices.” 2018. Web. 26 May 2019.

Vancouver:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Internet] [Thesis]. Universidad Complutense de Madrid; 2018. [cited 2019 May 26]. Available from: http://eprints.ucm.es/22957/1/T34768.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Platania FD. Valuation of derivative assets under cyclical mean-reversion processes for spot prices. [Thesis]. Universidad Complutense de Madrid; 2018. Available from: http://eprints.ucm.es/22957/1/T34768.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.