Concepedia

Gregorio Serna

GS

10

Publications

571

Citations

10

H-Index

1999

Active since

Affiliations

Universidad de Alcalá(Current)

University of the Basque Country

University of Castilla-La Mancha

Universidad Carlos III de Madrid

Gregorio Serna is an author at Universidad de Alcalá specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingFinancial EconomicsEngineeringOption PricingEconomic AnalysisStatisticsDynamic Pricing

Publications per year

1999–2021

10

Publications

10

Autoregresive conditional volatility, skewness and kurtosis

Ángel León, Gonzalo Rubio, Gregorio Serna · The Quarterly Review of Economics and Finance · 2005 · 204 citations

Volatility Modeling, Asset Pricing, Business +3

Why do we smile? On the determinants of the implied volatility function

Ignacio Peña, Gonzalo Rubio, Gregorio Serna · Journal of Banking & Finance · 1999 · 203 citations · Full text

Behavioral Sciences, Financial Economics, Asset Pricing +3

The Stochastic Seasonal Behaviour of Natural Gas Prices

Andrés García Mirantes, Javier Población, Gregorio Serna · European Financial Management · 2010 · 45 citations

Volatility Modeling, Engineering, Commodity Market +18

Smiles, Bid‐ask Spreads and Option Pricing

Ignacio Peña, Gonzalo Rubio, Gregorio Serna · European Financial Management · 2001 · 30 citations

Option Pricing, Volatility Estimates, Dynamic Pricing +9

The stochastic seasonal behavior of energy commodity convenience yields

Andrés García Mirantes, Javier Población, Gregorio Serna · Energy Economics · 2013 · 26 citations

Energy Consumption, Economics, Engineering +7

Rows per page

1–5 of 10