| Estimating GARCH modelsusing support vector machines F Pérez-Cruz, JA Afonso-Rodriguez, J Giner Quantitative Finance 3 (3), 163, 2003 | 147 | 2003 |
| 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 | 38 | 2014 |
| Stock market simulation using support vector machines R Rosillo, J Giner, D De la Fuente Journal of Forecasting 33 (6), 488-500, 2014 | 29 | 2014 |
| Trend following with momentum versus moving averages: A tale of differences V Zakamulin, J Giner Quantitative Finance 20 (6), 985-1007, 2020 | 28 | 2020 |
| 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 | 14 | 2022 |
| 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 | 11 | 2004 |
| 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 | 11 | 1999 |
| 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 | 7 | 2001 |
| Orthant-based variance decomposition in investment portfolios J Giner European Journal of Operational Research 291 (2), 497-511, 2021 | 6 | 2021 |
| 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 | 4 | 2013 |
| Optimal trend-following with transaction costs V Zakamulin, J Giner International Review of Financial Analysis 90, 102928, 2023 | 3 | 2023 |
| Time series momentum in the US stock market: empirical evidence and theoretical implications V Zakamulin, J Giner SSRN Electronic Journal, 2020 | 3 | 2020 |
| El índice VIX para la predicción de la volatilidad: un estudio internacional JG Rubio, SM Marrero Documentos de trabajo conjunto ULL-ULPGC, 2004 | 3 | 2004 |
| A regime-switching model of stock returns with momentum and mean reversion J Giner, V Zakamulin Economic Modelling 122, 106237, 2023 | 2 | 2023 |
| 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 | 2 | 2018 |
| Improving the Quality of the Input in the Term Structure Consistent Models J Giner, S Morini CSEF Working Papers, 2001 | 2 | 2001 |
| Optimal trend-following rules in two-state regime-switching models V Zakamulin, J Giner Journal of Asset Management, 1-22, 2024 | 1 | 2024 |
| A Semi-Markov Model for Stock Returns with Momentum and Mean-Reversion J Giner, V Zakamulin Methods and Applications in Fluorescence, 297-302, 2022 | 1 | 2022 |
| 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 | 1 | 2016 |
| 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 | 1 | 2014 |
