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Julián Andrada Félix
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Citado por
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Año
Predicción del tipo de cambio dólar/euro: un enfoque no lineal
J Andrada-Félix, S Sosvilla-Rivero, FF Rodríguez
Información Comercial Española-Revista de Economía 814 (2004), 141-150, 2004
112004
Especificación de modelos econométricos utilizando minería de datos
FF Rodríguez, EA González, JA Félix
Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA, 223-252, 2009
52009
An empirical evaluation of non-linear trading rules
J Andrada Félix, F Fernández Rodríguez, MD García Artiles, ...
FEDEA Working Paper, 2001
52001
Testing chaotic dynamics via Lyapunov exponents
F Fernández Rodríguez, S Sosvilla-Rivero, J Andrada Félix
FEDEA Documento de Trabajo 7, 2000
52000
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
32022
Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market
J Andrada-Félix, A Fernandez-Perez, F Fernández-Rodríguez
SERIEs 6 (2), 207-245, 2015
32015
Nearest neighbor predictions of realized volatility for S&P 100 options trading
J Andrada-Felix, F Fernandez-Rodriguez, AM Fuertes
International Journal of Forecasting, Forthcoming, 2013
32013
Nearest neighbor predictions of realized volatility for S&P 100 options trading
J Andrada-Felix, F Fernandez-Rodriguez, AM Fuertes
International Journal of Forecasting, Forthcoming, 2013
32013
Historical financial analogies of the current crisis
J Andrada-Félix, F Fernández-Rodríguez, S Sosvilla-Rivero
Economics Letters 116 (2), 190-192, 2012
32012
La estructura temporal de los tipos de interés: conceptos y procedimientos de estimación
J Andrada-Félix, A Fernández-Pérez, F Fernández-Rodríguez
Cuadernos de economía 36 (101), 53-66, 2013
22013
Estimating time-varying variances and covariances via nearest neighbour multivariate predictions: applications to the NYSE and the Madrid Stock Exchange Index
E Acosta-Gonzalez, J Andrada-Felix, F Fernandez-Rodriguez
Applied Economics 41 (26), 3437-3445, 2009
22009
Time connectedness of fear
J Andrada-Félix, A Fernandez-Perez, F Fernández-Rodríguez, ...
Empirical Economics 62 (3), 905-931, 2022
12022
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
JV Pérez-Rodríguez, J Andrada-Félix, H Rachinger
The North American Journal of Economics and Finance 57, 101438, 2021
12021
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
J Andrada Félix, A Fernandez-Perez, S Sosvilla-Rivero
Research Institute of Applied Economics, Working Paper 12 (1), 74, 2019
12019
Estimating critical values for testing the iid in standardized residuals from GARCH models in finite samples
JV Pérez-Rodríguez, J Andrada-Félix
Computational Statistics 28 (2), 701-734, 2013
12013
Model selection using data mining
F Fernández Rodríguez, J Andrada Félix, E Acosta González
Data Mining and Management, 2010
12010
Testing chaotic dynamics via Lyapunov exponents
S Sosvilla-Rivero, F Fernández-Rodriguez, J Andrada-Felix
Journal of Applied Econometrics 20 (7), 911-930, 2005
12005
Non-linear trading rules in the New York stock exchange
J Andrada Félix
12004
Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules
FF Rodríguez, SS Rivero, J Andrada-Félix
Facultad de Ciencias Económicas y Empresariales. Universidad de la Laguna, 2000
12000
Rendimiento del análisis técnico en mercados cambiarios e intervención de los bancos centrales
S Sosvilla Rivero, F Fernández Rodríguez, J Andrada Félix
Información comercial española (ICE), 1999
11999
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Artículos 1–20