authors Contreras-Valdez, Mario Iván Contreras-Valdez, Mario Iván Contreras-Valdez, Mario Iván Contreras-Valdez, Mario Iván Contreras-Valdez, Mario Iván Contreras-Valdez, Mario Iván Contreras-Valdez, Mario Iván
selected publications academic article in scopus Value-at-Risk Effectiveness: A High-Frequency Data Approach with Semi-Heavy Tails. Risks. 2024 Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach. Mathematics. 2023 COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries¿ Stock Markets. Mathematics. 10. 2022 Bitcoin in Portfolio Selection: A Multivariate Distribution Approach. SAGE Open. 12. 2022 Statistical analysis of bitcoin during explosive behavior periods. PLoS ONE. 14. 2019 Explosion in Virtual Assets (Cryptocurrencies) Explosión en Activos Virtuales (Criptomonedas) 2019 book in scopus Disruptive Monetary Phenomenon, Challenges and Complexities (Cryptocurrencies) 2022
teaching activities Algorithm Analysis Econometric Models Financial Analysis for Marketing Decision Making Financial Platforms and Applications International Financial Management Investment Management Time Series
education and training Bachelor of Economics and Finance, Tecnológico de Monterrey PhD in Financial Sciences, Sede EGADE Business School, Santa Fe