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RAQUEL
QUIROGA GARCIA
Profesora Titular de Universidad
Publicacions (28) Publicacions de RAQUEL QUIROGA GARCIA
2024
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Analizando la relación entre la eficiencia y la rentabilidad en el mercado de seguros no vida
Revista de métodos cuantitativos para la economía y la empresa, Vol. 37, pp. 1-20
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Is investing in the renewable energy stock market both financially and ESG efficient? A COVID-19 pandemic analysis
Review of Managerial Science, Vol. 18, Núm. 7, pp. 1885-1916
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The emerging field of Robo Advisor: A relational analysis
Heliyon, Vol. 10, Núm. 16
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¿Es la selección de carteras con distribuciones estables eficiente?
Resúmenes de la XV Reunión del Grupo Español de Decisión Multicriterio (Servicio de Publicaciones), pp. 10-11
2022
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An extended best–worst multiple reference point method: application in the assessment of non-life insurance companies
Operational Research, Vol. 22, Núm. 5, pp. 5323-5362
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Evidence for round number effects in cryptocurrencies prices
Finance Research Letters, Vol. 47
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Impacto del COVID-19 en la eficiencia de fondos de inversión
Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA, Vol. 23, Núm. 2, pp. 137-161
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Opinion Mining of Green Energy Sentiment: A Russia-Ukraine Conflict Analysis
Mathematics, Vol. 10, Núm. 14
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Scientific Development of Robo-Advisor: A Bibliometric Analysis
Review of Economics and Finance, Vol. 20, pp. 776-786
2021
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A Comparison of DEA and SFA Approaches: Application to the US Non-Life Insurance Market
APPLIED ECONOMICS JOURNAL, Vol. 28, Núm. 2, pp. 107-127
2018
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Discussion forums and collaborative learning
CUICIID 2018: International university congress on communication in the profession and at today's university : contents, research, innovation and teaching
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Los foros de debate y el aprendizaje colaborativo
Las TIC en las aulas de enseñanza superior (Gedisa), pp. 175-188
2015
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Efficiency of non-life insurance market in US
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
2014
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ICTs and learning: A challenge in the engineering education
International Journal of Engineering Education, Vol. 30, Núm. 3, pp. 636-643
2013
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Does information help intra-day volatility forecasts?
Journal of Forecasting, Vol. 32, Núm. 1, pp. 1-9
2010
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Improving return using risk-return adjustment and incremental training in technical trading rules with GAPs
Applied Intelligence, Vol. 33, Núm. 2, pp. 93-106
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Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets
Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]
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Scalability of a methodology for generating technical trading rules with GAPs based on risk-return adjustment and incremental training
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2009
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Intra-day volatility forecasts
Applied financial economics, Vol. 19, Núm. 7, pp. 611-623
2008
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Efficiency of the IBEX spot-futures basis: The impact of the mini-futures
Journal of Futures Markets, Vol. 28, Núm. 4, pp. 398-415