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Sonia Sotoca López

Complutense University of Madrid

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Publication

Featured researches published by Sonia Sotoca López.

Documentos de Trabajo ( ICAE ) | 1999

The likelihood of multivariate GARCH models is ill-conditioned

Miguel Jerez Méndez; José Casal; Sonia Sotoca López

Estadística española | 1998

Un algoritmo rápido para evaluar la verosimilitud exacta de modelos VARMAX periódicos

Miguel Jerez Juan; Sonia Sotoca López; José Casals Carro

Archive | 2015

Un sistema de evaluación por pares para los exámenes de Matemáticas y Econometría de los Grados en Economía y Administración y Dirección de Empresas

Marcos Bujosa Brun; Francisco Álvarez González; Andrés Barge Gil; Emilio Cerdá; Manuel Dominguez Toribio; Alfredo García Hiernaux; Miguel Jerez Méndez; Juan Ángel Jiménez Martín; Rafael López Zorzano; Haydée Lugo Arocha; Eugenia Mera Rivas; María Jesús Moreta Santos; Teodosio Pérez Amaral; María Dolores Robles Fernández; Jesús Ruiz Andújar; Gregorio R. Serrano García; Sonia Sotoca López; Mercedes Vázquez Furelos

Documentos de Trabajo ( ICAE ) | 2014

Linking the problems of estimating and allocating unconditional capital

Alejandro Ferrer Pérez; José Casals Carro; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2014

Conditional coverage and its role in determining and assessing long-term capital requirements

Alejandro Ferrer Pérez; José Casals Carro; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2014

A new approach to the unconditional measurement of default risk

Alejandro Ferrer Pérez; José Casals Carro; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2012

Minimally Conditioned Likelihood for a Nonstationary State Space Model

José Casals Carro; Sonia Sotoca López; Miguel Jerez Méndez

Documentos de Trabajo ( ICAE ) | 2006

Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising

José Casals Carro; Miguel Jerez Méndez; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2006

Modelling an Forecasting Time series Sampled at Different Frequencies

José Casals Carro; Miguel Jerez Méndez; Sonia Sotoca López

Documentos de Trabajo ( ICAE ) | 2000

An exact multivariate model-based structural decomposition

José Casals Carro; Miguel Jerez Méndez; Sonia Sotoca López

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Collaboration

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José Casals Carro

Complutense University of Madrid

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Miguel Jerez Méndez

Complutense University of Madrid

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Alejandro Ferrer Pérez

Complutense University of Madrid

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Alfredo García Hiernaux

Complutense University of Madrid

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Emilio Cerdá

Complutense University of Madrid

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Francisco Álvarez González

Complutense University of Madrid

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Jesús Ruiz Andújar

Complutense University of Madrid

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Marcos Bujosa Brun

Complutense University of Madrid

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Rafael López Zorzano

Complutense University of Madrid

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Teodosio Pérez Amaral

Complutense University of Madrid

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