STAR and ANN models: forecasting performance on the Spanish “Ibex-35” stock index JV Pérez-Rodríguez, S Torra, J Andrada-Félix Journal of Empirical Finance 12 (3), 490-509, 2005 | 130 | 2005 |
Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS F Fernandez-Rodrıguez, S Sosvilla-Rivero, J Andrada-Felix International Journal of forecasting 15 (4), 383-392, 1999 | 126 | 1999 |
Nearest-neighbour predictions in foreign exchange markets F Fernández-Rodríguez, S Sosvilla-Rivero, J Andrada-Félix Computational Intelligence in Economics and Finance, 297-325, 2004 | 65 | 2004 |
Technical analysis in the Madrid stock exchange F Fernandez Rodriguez, SN Sosvilla-Rivero, J Andrada Félix FEDEA working paper, 1999 | 57 | 1999 |
Technical analysis in foreign exchange markets: evidence from the EMS F Fernández-Rodríguez, S Sosvilla-Rivero, J Andrada-Félix Applied Financial Economics 13 (2), 113-122, 2003 | 54 | 2003 |
Improving moving average trading rules with boosting and statistical learning methods J Andrada‐Félix, F Fernández‐Rodríguez Journal of Forecasting 27 (5), 433-449, 2008 | 47 | 2008 |
Testing chaotic dynamics via Lyapunov exponents F Fernández‐Rodríguez, S Sosvilla‐Rivero, J Andrada‐Félix Journal of Applied Econometrics 20 (7), 911-930, 2005 | 45 | 2005 |
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities J Andrada Félix, A Fernandez-Perez, S Sosvilla-Rivero Journal of International Financial Markets, Institutions and Money 67, 1-22, 2020 | 43 | 2020 |
Fear connectedness among asset classes J Andrada-Félix, A Fernández-Pérez, S Sosvilla-Rivero Applied Economics 50 (39), 4234-4249, 2018 | 34 | 2018 |
Are Spanish Ibex35 stock future index returns forecasted with non-linear models? JV Perez-Rodriguez, S Torra, J Andrada-Félix Applied financial economics 15 (14), 963-975, 2005 | 23 | 2005 |
An empirical evaluation of non-linear trading rules J Andrada-Félix, F Fernadez-Rodriguez, MD Garcia-Artiles, ... Studies in Nonlinear Dynamics & Econometrics 7 (3), 2003 | 23 | 2003 |
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay? J Andrada-Félix, F Fernández-Rodríguez, AM Fuertes International Journal of Forecasting 32 (3), 695-715, 2016 | 22 | 2016 |
Further evidence on technical trade profitability and foreign exchange intervention S Sosvilla-Rivero, J Andrada-Félix, F Fernández-Rodríguez Applied Economics Letters 9 (12), 827-832, 2002 | 22 | 2002 |
On the evolution of the COVID-19 epidemiological parameters using only the series of deceased. A study of the Spanish outbreak using Genetic Algorithms E Acosta-González, J Andrada-Félix, F Fernández-Rodríguez Mathematics and computers in simulation 197, 91-104, 2022 | 18 | 2022 |
Predicción del tipo de cambio dólar-euro: un enfoque no lineal FF Rodríguez, S Sosvilla-Rivero, J Andrada-Félix ICE, Revista de Economía, 2004 | 11 | 2004 |
Technical analysis in foreign exchange markets: Linear versus nonlinear trading rules F Fernández Rodríguez, S Sosvilla-Rivero, J Andrada Félix FEDEA Int. Economics & Finance DEFI Working Paper No. 00-02, 2000 | 11 | 2000 |
Especificación de modelos econométricos utilizando minería de datos FF Rodríguez, EA González, JA Félix Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA 10 (1 …, 2009 | 10 | 2009 |
Stock-bond decoupling before and after the 2008 crisis E Acosta-González, J Andrada-Félix, F Fernández-Rodríguez Applied Economics Letters 23 (7), 465-470, 2016 | 8 | 2016 |
La estructura temporal de los tipos de interés: estrategias de negociación en renta fija J Andrada-Félix, A Fernández-Pérez, F Fernández-Rodríguez Cuadernos de Economía 37 (105), 131-149, 2014 | 7 | 2014 |
Fear connectedness among asset classes J Andrada Félix, A Fernandez-Perez, S Sosvilla-Rivero Research Institute of Applied Economics Working Paper 3, 2017 | 6 | 2017 |