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Daniel Velasquez Gaviria
Daniel Velasquez Gaviria
Maastricht University, Department of Quantitative Economics.
Verified email at maastrichtuniversity.nl - Homepage
Title
Cited by
Cited by
Year
A comparison of the risk quantification in traditional and renewable energy markets
D Velásquez-Gaviria, A Mora-Valencia, J Perote
Energies 13 (11), 2805, 2020
122020
Board long-term orientation, earnings management, disclosure and risk
H Herrera-Echeverry, J Haar, D Velasquez-Gaviria, S Upadhyay
Engineering Economics 31 (4), 398-410, 2020
82020
Testing expected shortfall: an application to emerging market stock indices
E Cardona, A Mora-Valencia, D Velásquez-Gaviria
Risk Management 21, 153-182, 2019
62019
The stock market reaction to mergers and acquisitions: Evidence from the banking industry
JM Lozada, LM Cortés, D Velásquez-Gaviria
Latin American Business Review 23 (3), 255-278, 2022
32022
Spectral estimation for mixed causal-noncausal autoregressive models
A Hecq, D Velasquez-Gaviria
arXiv preprint arXiv:2211.13830, 2022
22022
Public vs Private University: Evidence from Colombian National Test Scores
D Velasquez‐Gaviria
Working Paper, 2020
12020
Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models
A Hecq, D Velasquez-Gaviria
arXiv preprint arXiv:2310.19543, 2023
2023
Cálculo del valor en riesgo (VaR) en el mercado del oro
ÁMG Montoya, DV Gaviria, EC Pinillo, J Giovany, D Luna
2022
An application of Lasso regression in Factor Augmented HAR models
D Velasquez
Available at SSRN 3903359, 2021
2021
Asymptotic Expansions for Market Risk Assessment: Evidence in Energy and Commodity Indices
D Velásquez-Gaviria, A Mora-Valencia, J Perote
International Conference on Time Series and Forecasting, 123-142, 2021
2021
Public vs Private University: Evidence from ColombianNational Test Scores
D Velasquez
Available at SSRN 3815033, 2021
2021
Aplicación del valor en riesgo (VaR) con la distribución t-student en el mercado de renta variable colombiano Application of the risk value (VaR) with the t-student …
DV Gaviria, DYQ Robledo, LR Luna
El conocimiento con sentido humano, 11, 0
ACEPTACIÓN DE LA VIOLENCIA DOMÉSTICA1, POBREZA Y DESIGUALDAD: EVIDENCIA PARA COLOMBIA
JF González, DV Gaviria, JLC Sánchez
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Articles 1–13