NUÑEZ MORA, JOSE ANTONIO
CIENCIAS ECONÓMICAS · Nivel 2
Desde 1999 es Professor-Resercher en EGADE Business School, Tecnológico de Monterrey
| Nombre | JOSE ANTONIO NUÑEZ MORA |
|---|---|
| Área | CIENCIAS SOCIALES |
| Campo | CIENCIAS ECONÓMICAS |
| Disciplina | ECONOMÍA GENERAL |
| Especialidad | ADMINISTRACION DE RIESGO |
| CVU | 26459 |
| Institución | |
|---|---|
| Dependencia | CAMPUS SANTA FE |
| Entidad | CIUDAD DE MEXICO |
| Nivel | 2 |
| Vigencia | Inicio: 01/01/2022 |
| Fin: 31/12/2026 |
Publicaciones ORCID
- 2024
- Market Reactions to U.S. Financial Indices: A Comparison of the GFC versus the COVID-19 Pandemic Crisis Economies
- Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails Risks
- Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-heavy Tails
- 2023
- Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach Mathematics
- 2022
- Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods Entropy
- 2020
- Modeling Crude Oil and Refined Petroleum Product Spreads: An Alternative Tool for Risk Quantification Economía teoría y práctica
- 2019
- Statistical analysis of bitcoin during explosive behavior periods PLOS ONE
- 2016
- Covariances matrix under the multivariate-Gh funtion to desing portfolios | Matriz de covarianza bajo la familia hiperbólica generalizada y la construcción de portafolios Contaduria y Administracion
- Dependence between the Chinese and MILA stock markets Journal of Chinese Economic and Foreign Trade Studies
- 2009
- Continuous time models of interest rate: Testing peso-dollar exchange rate.
