Publicaciones en colaboración con investigadores/as de University of St Andrews (4)

2021

  1. 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

  1. 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

  1. Does information help intra-day volatility forecasts?

    Journal of Forecasting, Vol. 32, Núm. 1, pp. 1-9

2008

  1. Efficiency of the IBEX spot-futures basis: The impact of the mini-futures

    Journal of Futures Markets, Vol. 28, Núm. 4, pp. 398-415