Miguel Ángel Sánchez-Granero

University of Almería

Miguel Ángel Sánchez-Granero received his Ph.D. in mathematics in 1998 at University of Almería (Spain). He also has a grade in computer science and is currently an associate professor of mathematics at the University of Almería in Spain, with interests in asymmetric topology, fractals and finance. He has 50+ publications in mathematics, finance, etc.

Articles by Miguel Ángel Sánchez-Granero

Original research

Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis

This paper models the tail behavior of daily returns and forecasting VaR in order to evaluate the performance of several skewed and symmetric distributions.

06 May 2016