Testing the Forecasting Performance of Ibex 35 Option-implied Risk-neutral Densities

Published also as: Documento de Trabajo Banco de España 0504/2005.

A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

An empirical comparison of the performance of alternative option pricing models

Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.

Cosmological constrains on fast transition Unified Dark Matter models

In this work we show the results obtained applying a Unified Dark Matter (UDM) model with a fast transition to a set of cosmological data. Two different functions to model the transition are tested, and the feasibility of both models is explored using CMB shift data from Planck [1], Galaxy Clustering data from [2] and [3], and Union2.1 SNe Ia [4]. These new models are also statistically compared with the ACDM and quiessence models using Bayes factor through evidence. Bayesian inference does not discard the UDM models in favor of ACDM.