| Autoregresive conditional volatility, skewness and kurtosis Á León, G Rubio, G Serna The Quarterly Review of Economics and Finance 45 (4-5), 599-618, 2005 | 272 | 2005 |
| Measurement of formal harmonization progress:: The IASC experience P Garrido, Á León, A Zorio The international journal of accounting 37 (1), 1-26, 2002 | 189 | 2002 |
| Parametric properties of semi-nonparametric distributions, with applications to option valuation Á León, J Mencía, E Sentana Journal of Business & Economic Statistics 27 (2), 176-192, 2009 | 134 | 2009 |
| The relationship between risk and expected return in Europe A León, JM Nave, G Rubio Journal of Banking & Finance 31 (2), 495-512, 2007 | 122 | 2007 |
| Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market G Fiorentini, A Leon, G Rubio Journal of empirical Finance 9 (2), 225-255, 2002 | 79 | 2002 |
| Modeling the euro overnight rate F Benito, Á León, J Nave Journal of Empirical Finance 14 (5), 756-782, 2007 | 51 | 2007 |
| Modelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return index A León, J Mora Spanish Economic Review 1, 215-238, 1999 | 43 | 1999 |
| New measures of monetary policy surprises and jumps in interest rates Á León, S Sebestyén Journal of Banking & Finance 36 (8), 2323-2343, 2012 | 36 | 2012 |
| One-sided performance measures under Gram-Charlier distributions A León, M Moreno Journal of banking & finance 74, 38-50, 2017 | 33 | 2017 |
| Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting B Acereda, A Leon, J Mora Finance Research Letters 33, 101181, 2020 | 31 | 2020 |
| American GARCH employee stock option valuation A León, A Vaello-Sebastiá Journal of Banking & Finance 33 (6), 1129-1143, 2009 | 29 | 2009 |
| Comportamiento del precio y volatilidad en el pool eléctrico español Á León, A Rubia Instituto Valenciano de Investigaciones Económicas, 2001 | 26 | 2001 |
| Valuation of a biotech company: A real options approach Á León, D Piñeiro CEMFI, Centro de Estudios Monetarios y Financieros, 2004 | 24 | 2004 |
| Testing for weekly seasonal unit roots in the Spanish power pool A León, A Rubia Modelling Prices in Competitive Electricity Markets. Wiley Series in …, 2004 | 23 | 2004 |
| Screening rules and portfolio performance A León, L Navarro, B Nieto The North American Journal of Economics and Finance 48, 642-662, 2019 | 21 | 2019 |
| Modeling asset returns under time-varying semi-nonparametric distributions Á León, TM Ñíguez Journal of Banking & Finance 118, 105870, 2020 | 18 | 2020 |
| Backtesting VaR under the COVID-19 sudden changes in volatility B Castillo, Á León, TM Ñíguez Finance Research Letters 43, 102024, 2021 | 17 | 2021 |
| An empirical comparison of the performance of alternative option pricing models E Ferreira, M Gago, Á León, G Rubio investigaciones económicas 29 (3), 483-523, 2005 | 16 | 2005 |
| Investment option under CIR interest rates J Carmona, A León Finance Research Letters 4 (4), 242-253, 2007 | 15 | 2007 |
| Pricing executive stock options under employment shocks J Carmona, A León, A Vaello-Sebastià Journal of Economic Dynamics and Control 35 (1), 97-114, 2011 | 14 | 2011 |
Gonzalo RubioUniversidad CEU Cardenal Herrera在 uch.ceu.es 的电子邮件经过验证
