Economía Cuantitativa
Departamento
University of St Andrews
Saint Andrews, Reino UnidoPublicaciones en colaboración con investigadores/as de University of St Andrews (4)
2021
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A new VIKOR-based in-sample-out-of-sample classifier with application in bankruptcy prediction
Annals of Operations Research, Vol. 296, Núm. 1-2, pp. 495-512
2018
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An out-of-sample framework for TOPSIS-based classifiers with application in bankruptcy prediction
Technological Forecasting and Social Change, Vol. 131, pp. 111-116
2013
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Does information help intra-day volatility forecasts?
Journal of Forecasting, Vol. 32, Núm. 1, pp. 1-9
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