Search Results (All Fields:"Outliers", Keywords:"Economía", Author:"González-Sánchez, Mariano")

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González-Sánchez, Mariano . (2021) Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets.  6.33 66 16
González-Sánchez, Mariano . (2022) Factorial asset pricing models using statistical anomalies.  6.05 50 17
González-Sánchez, Mariano y Nave Pineda, Juan M. . (2023) Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement.  4.56 58 22