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Javier Giner
Javier Giner
Profesor de Economía Financiera (ULL)
Verified email at ull.edu.es
Title
Cited by
Cited by
Year
Estimating GARCH models using support vector machines
F Pérez-Cruz, JA Afonso-Rodriguez, J Giner
Quantitative Finance 3 (3), 163, 2003
1402003
The effectiveness of the combined use of VIX and support vector machines on the prediction of S&P 500
R Rosillo, J Giner, D de la Fuente
Neural Computing and Applications 25, 321-332, 2014
312014
Stock market simulation using support vector machines
R Rosillo, J Giner, D De la Fuente
Journal of Forecasting 33 (6), 488-500, 2014
262014
Trend following with momentum versus moving averages: A tale of differences
V Zakamulin, J Giner
Quantitative Finance 20 (6), 985-1007, 2020
242020
Time series momentum in the US stock market: Empirical evidence and theoretical analysis
V Zakamulin, J Giner
International Review of Financial Analysis 82, 102173, 2022
132022
Ascertaining confidence within the ray-tracing method
J Giner, C Militello, A Garcı́a
The Journal of the Acoustical Society of America 106 (2), 816-822, 1999
111999
El índice VIX para la predicción de volatilidad: un estudio internacional
J Giner, S Morini
Documento de Trabajo, Departamento de Economia Financiera y Contabilidad …, 2004
102004
The Monte Carlo method to determine the error in calculation of objective acoustic parameters within the ray-tracing technique
J Giner, C Militello, A Garcı́a
The Journal of the Acoustical Society of America 110 (6), 3081-3085, 2001
72001
Orthant-based variance decomposition in investment portfolios
J Giner
European Journal of Operational Research 291 (2), 497-511, 2021
52021
Different stock market models using support vector machines
R Rosillo, J Giner, J Puente, B Ponte
International Journal of Trade, Economics and Finance 4 (5), 310, 2013
42013
Optimal trend-following with transaction costs
V Zakamulin, J Giner
International Review of Financial Analysis 90, 102928, 2023
32023
Time series momentum in the US stock market: empirical evidence and theoretical implications
V Zakamulin, J Giner
SSRN Electronic Journal, 2020
32020
El índice VIX para la predicción de la volatilidad: un estudio internacional
JG Rubio, SM Marrero
Documentos de trabajo conjunto ULL-ULPGC, 2004
32004
A regime-switching model of stock returns with momentum and mean reversion
J Giner, V Zakamulin
Economic Modelling 122, 106237, 2023
22023
Correlation as probability: applications of Sheppard’s formula to financial assets
J Giner, J Mendoza Aguilar, S Morini-Marrero
Quantitative Finance 18 (5), 777-787, 2018
22018
Improving the Quality of the Input in the Term Structure Consistent Models
J Giner, S Morini
CSEF Working Papers, 2001
22001
Optimal Trend Following Rules in Two-State Regime-Switching Models
V Zakamulin, J Giner
Available at SSRN 4217513, 2022
12022
Optimal prediction periods for new and old volatility indexes in USA and German markets
J Giner, S Morini, R Rosillo
Computational Economics 47, 527-549, 2016
12016
Forecasting DAX 30 using support vector machines and VDAX
R Rosillo, J Giner, D de la Fuente
Computational Intelligence Techniques for Trading and Investment 177, 2014
12014
El índice VIX para la predicción de la volatilidad: un estudio internacional
J Giner Rubio
12004
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