Browsing All of EconStor by Author Siri, Julián R.
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2014 | Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta) | Siri, Julián R.; Dapena, José P. |
2017 | Testing momentum effectfor the US market: From equity to option strategies | Siri, Julián R.; Serur, Juan A.; Dapena, José P. |
2018 | Measuring and trading volatility on the US stock market: A regime switching approach | Dapena, José P.; Serur, Juan A.; Siri, Julián R. |
2019 | A model free approach to the pricing of downside risk in Argentinean stocks | Dapena, José P.; Serur, Juan Andrés; Siri, Julián R. |
2019 | Unraveling the value premium: A reward for risk or mispricing? | Serur, Claudio E.; Siri, Julián R.; Serur, Juan Andrés; Dapena, José P. |
2019 | Risk on-risk off: A regime switching model for active portfolio management | Dapena, José P.; Serur, Juan Andrés; Siri, Julián R. |
2021 | Decomposing the VIX index into greed and fear | Serur, Juan Andrés; Dapena, José P.; Siri, Julián R. |