| Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying L Garcia-Jorcano, S Benito Research in International Business and Finance 54, 101300, 2020 | 69 | 2020 |
| Backtesting extreme value theory models of expected shortfall A Novales, L Garcia-Jorcano Quantitative Finance 19 (5), 799-825, 2019 | 35 | 2019 |
| Spillover effects between commodity and stock markets: A SDSES approach L Garcia-Jorcano, L Sanchis-Marco Resources Policy 79, 102926, 2022 | 11 | 2022 |
| Volatility specifications versus probability distributions in VaR forecasting L Garcia‐Jorcano, A Novales Journal of Forecasting 40 (2), 189-212, 2021 | 10 | 2021 |
| TrAffic LIght system for systemic Stress: TALIS3 M Caporin, L Garcia-Jorcano, JA Jimenez-Martin The North American Journal of Economics and Finance 57, 101449, 2021 | 8 | 2021 |
| Measuring systemic risk during the COVID-19 period: A TALIS3 approach M Caporin, L Garcia-Jorcano, JA Jimenez-Martin Finance Research Letters 46, 102304, 2022 | 7 | 2022 |
| Systemic-systematic risk in financial system: A dynamic ranking based on expectiles L Garcia-Jorcano, L Sanchis-Marco International Review of Economics & Finance 75, 330-365, 2021 | 7 | 2021 |
| Volatility Specifications Versus Probability Distributions in VAR Forecasting A Novales Cinca, L Garcia-Jorcano Available at SSRN 3023885, 2017 | 5 | 2017 |
| Carbon dioxide risk exposure: Co2Risk L Garcia-Jorcano, JA Jimenez-Martin, MD Robles Climate Risk Management 36, 100435, 2022 | 4 | 2022 |
| A dominance approach for comparing the performance of VaR forecasting models L Garcia-Jorcano, A Novales Computational Statistics 35 (3), 1411-1448, 2020 | 3 | 2020 |
| Sample size, skewness and leverage effects in value at risk and expected shortfall estimation L García Jorcano Universidad Complutense de Madrid, 2018 | 2 | 2018 |
| Sample size, skewness and leverage effects in value at risk and expected shortfall estimation LG Jorcano Ed. Universidad de Cantabria, 2020 | 1 | 2020 |
| Monitoring Financial Stress Spillovers with High-Frequency Principal Components JA Jiménez-Martin, M Caporin, L Garcia-Jorcano Available at SSRN 4119746, 0 | 1 | |
| Forecasting the effect of extreme sea-level rise on financial market risk L Garcia-Jorcano, L Sanchis-Marco International Review of Economics & Finance, 2024 | | 2024 |
| Tail sensitivity of stocks to carbon risk: a sectoral analysis L Garcia-Jorcano, JA Jiménez-Martin, M Robles Journal of Credit Risk 19 (4), 2023 | | 2023 |
| Measuring Systemic Risk Using Multivariate Quantile-Located ES Models L Garcia-Jorcano, L Sanchis-Marco Journal of Financial Econometrics 21 (1), 1-72, 2023 | | 2023 |
| Riesgo sistémico, estabilidad financiera y gobernanza global LG Jorcano El fortalecimiento de los Derechos de los ciudadanos en la Unión Europea …, 2021 | | 2021 |
| Spillover effects between commodity and stock markets: A state-dependent sensitivity expected shortfall (SDSES) approach L Garcia-Jorcano, L Sanchis-Marco | | 2020 |
| Herramientas de evaluación motivadora en entornos virtuales: Diseño de una matriz de e-rúbricas para la mejora del rendimiento en el TFG del Grado en Economía ME Fernández Casillas, JÁ Jiménez Martín, RM Pérez Sánchez, ... | | 2018 |
| Measuring systemic-systematic tail risk in financial system: An expectile based approach L Garcia-Jorcano, L Sanchis-Marco | | 2018 |
Alfonso NovalesUniversidad ComplutenseVerified email at ccee.ucm.es
