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 | 12 | 2020 |
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 | 8 | 2020 |
Testing expected shortfall: an application to emerging market stock indices E Cardona, A Mora-Valencia, D Velásquez-Gaviria Risk Management 21, 153-182, 2019 | 6 | 2019 |
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 | 3 | 2022 |
Spectral estimation for mixed causal-noncausal autoregressive models A Hecq, D Velasquez-Gaviria arXiv preprint arXiv:2211.13830, 2022 | 2 | 2022 |
Public vs Private University: Evidence from Colombian National Test Scores D Velasquez‐Gaviria Working Paper, 2020 | 1 | 2020 |
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 | | |