Rolling over stock index futures contracts Ó Carchano, Á Pardo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009 | 145 | 2009 |
Future directions in international financial integration research-A crowdsourced perspective BM Lucey, SA Vigne, L Ballester, L Barbopoulos, J Brzeszczynski, ... International Review of Financial Analysis 55, 35-49, 2018 | 58 | 2018 |
Assessing rollover criteria for EUAs and CERs O Carchano, V Medina, A Pardo International Journal of Economics and Financial Issues 4 (3), 669-676, 2014 | 11 | 2014 |
The pan-European holiday effect Ó Carchano, Á Pardo Spanish Journal of Finance and Accounting/Revista Espanola de Financiacion y …, 2015 | 9 | 2015 |
Improving pairs trading using neural network techniques and fundamental ratios JF Ospino, L Fernandez, O Carchano Available at SSRN 3653071, 2020 | 8 | 2020 |
Forecasting VaR in Spot and Futures Equity Markets O Carchano, ST Rachev, YS Kim, EW Sun, FJ Fabozzi Karlsruhe Institute of Technology, Technical Reports, 2010 | 6 | 2010 |
Rolling over EUAs and CERs O Carchano, V Medina, Á Pardo 2012 9th International Conference on the European Energy Market, 1-7, 2012 | 5 | 2012 |
Calendar Anomalies in Stock Index Futures O Carchano, Á Pardo Tornero Available at SSRN 1958587, 2011 | 3 | 2011 |
A new perspective on the relationship between trading variables and volatility in futures markets O Carchano, J Lucia, Á Pardo International Journal of Economics and Financial Issues 7 (2), 397-407, 2017 | 2 | 2017 |
Open and closed positions and stock index futures volatility Ó Carchano, JJ Lucia, Á Pardo Tornero Available at SSRN 1958606, 2011 | 2 | 2011 |
Arbitrage opportunities and event impacts on Spanish rights issues M Verdú, Ó Carchano, JE Farinós Applied Economics Letters 31 (5), 401-421, 2024 | 1 | 2024 |
Finances II: Renda Fixa. Ó Carchano Alcina | | 2016 |
Experiencia y valoración de distintos sistemas de evaluación continua en la asignatura de Finanzas del Grado en Economía L Ballester, Ó Carchano Investigación e innovación en educación superior, 43-49, 2015 | | 2015 |
A Quasi-Maximum Likelihood Estimation Strategy for Value-at-Risk Forecasting: Application to Equity Index Futures Markets O Carchano, YSA Kim, EW Sun, ST Rachev, FJ Fabozzi Handbook of Financial Econometrics and Statistics, 1325-1340, 2015 | | 2015 |
Apuntes de la asignatura Finanzas MJ Suso López, L Ballester, O Carchano Universitat de Valčncia, 2011 | | 2011 |
Essays on stock index futures Ó Carchano Universitat de València, 2011 | | 2011 |