Laura Garcia-Jorcano

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 2

Top Topics

Top Venues

Expert Syst. Appl.

Publications

Massimiliano Caporin, Laura Garcia-Jorcano, Juan-Angel Jimenez-Martin
Early warnings of systemic risk using one-minute high-frequency data. Expert Syst. Appl. 252 (2024)
Laura Garcia-Jorcano, Alfonso Novales
A dominance approach for comparing the performance of VaR forecasting models. Comput. Stat. 35 (3) (2020)