Gregorio Serna
Author
Alternate names G.M. Serna, Gregorio Manuel Serna, Gregorio Serna, G. M. SERNA
Institution Universidad de Alcalá
Past institutions Universidad de Alcalá, University of Castilla-La Mancha, Instituto Tecnológico de Materiales de Asturias, Universidad de Oviedo, Bank of Spain +1 more
ORCID: Yes
H-index: 9
I10-index: 9
Works count: 45
Citations count: 635
Why do we smile? On the determinants of the implied volatility function
1999 · Ignacio Peña, Gonzalo Rubio, et al. · Journal of Banking & Finance
Autoregresive conditional volatility, skewness and kurtosis
2005 · Ángel León, Gonzalo Rubio, et al. · The Quarterly Review of Economics and Finance
The Stochastic Seasonal Behaviour of Natural Gas Prices
2010 · Andrés García Mirantes, Javier Población, et al. · European Financial Management