Publications dans lesquelles il/elle collabore avec Óscar V. De la Torre Torres (6)

2024

  1. An EM/MCMC Markov-Switching GARCH Behavioral Algorithm for Random-Length Lumber Futures Trading

    Mathematics, Vol. 12, Núm. 3

  2. The benefits for European companies and investors of promoting happiness through high-performing work policies

    Management Decision, Vol. 62, Núm. 2, pp. 702-724

2022

  1. Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)

    Mathematics, Vol. 10, Núm. 8

2021

  1. Pandemic (COVID-19) News Sentiment, Economic Policy Uncertainty and Volatility Spillover in Global Leisure and Recreation Stocks

    Pandemics and Travel: COVID-19 Impacts in the Tourism Industry (Emerald Group Publishing Ltd.), pp. 141-156

  2. The Fama-French multifactor model with market and Pandemic news fear sentiments: a test in the Mexican stock markets

    Contaduría y administración, Vol. 66, Núm. 5

2020

  1. A two-regime Markov-switching GARCH active trading algorithm for coffee, cocoa, and sugar futures

    Mathematics, Vol. 8, Núm. 6