Concepedia

Laura Garcia‐Jorcano

LG

6

Publications

154

Citations

6

H-Index

2018

Active since

Affiliations

University of Castilla-La Mancha(Current)

University of Padua

Institut d'Anàlisi Econòmica

Universidad Complutense de Madrid

Laura Garcia‐Jorcano is an author at University of Castilla-La Mancha specializing in asset pricing, finance, and business.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsEconomicsManagementStatisticsForecastingEmpirical FinancePredictive Analytics

Publications per year

2018–2022

6

Publications

6

Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying

Laura Garcia‐Jorcano, Sonia Benito Muela · Research in International Business and Finance · 2020 · 77 citations · Full text

Empirical Finance, Economics, Computational Finance +10

Backtesting extreme value theory models of expected shortfall

Alfonso Novales, Laura Garcia‐Jorcano · Quantitative Finance · 2018 · 26 citations · Full text

Forecasting Methodology, Engineering, Rare Event Estimation +19

Spillover effects between commodity and stock markets: A SDSES approach

Laura Garcia‐Jorcano, Lidia Sanchis‐Marco · Resources Policy · 2022 · 17 citations

Market Microstructure, Economics, Financial Economics +8

Volatility specifications versus probability distributions in VaR forecasting

Laura Garcia‐Jorcano, Alfonso Novales · Journal of Forecasting · 2020 · 12 citations

Empirical Finance, Forecasting Methodology, Volatility Modeling +23

TrAffic LIght system for systemic Stress: TALIS3

Massimiliano Caporin, Laura Garcia‐Jorcano, Juan‐Ángel Jiménez‐Martín · The North American Journal of Economics and Finance · 2021 · 11 citations · Full text

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