Statistics
Publications
6
Citations
218
H-Index
6
Active since
2004
Lorenzo Naranjo is an author at Pontificia Universidad Católica de Chile specializing in finance, financial economics, and econometrics.
Publications per year
2004–2017
6
6
An<i>N</i>‐factor Gaussian model of oil futures prices
Gonzalo Cortázar, Lorenzo Naranjo · Journal of Futures Markets · 2006 · 122 citations · Full text
Implied Interest Rates in a Market with Frictions
Lorenzo Naranjo · SSRN Electronic Journal · 2009 · 17 citations · Full text
An N-Factor Gaussian Model of Oil Futures Prices
Gonzalo Cortázar, Lorenzo Naranjo · SSRN Electronic Journal · 2005 · 12 citations · Full text
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