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Publications by Javier Perote
Moments Expansion Densities for Quantifying Financial Risk
North American Journal of Economics and Finance
Economics
Econometrics
Finance
Related publications
Expansion in Moments and Disordered Systems
Le Journal de Physique Colloques
Quantifying Non-Ergodicity of Anomalous Diffusion With Higher Order Moments
Scientific Reports
Multidisciplinary
Evaluation of Densities and Distributions via Hermite and Generalized Laguerre Series Employing High-Order Expansion Coefficients Determined Recursively via Moments or Cumulants
A Macroeconomic Framework for Quantifying Systemic Risk
Varenicline: Quantifying the Risk
CMAJ
Medicine
Robust Estimation of Risk‐neutral Moments
Journal of Futures Markets
Management
Finance
Business
Economics
Accounting
Econometrics
Blockchain Analytics for Intraday Financial Risk Modeling
SSRN Electronic Journal
Quantifying Risk Factors for Human Brucellosis in Rural Northern Tanzania
PLoS ONE
Multidisciplinary
Risk Scoring for Non-Bank Financial Institutions
