Ángel León

887 total citations
35 papers, 562 citations indexed

About

Ángel León is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ángel León has authored 35 papers receiving a total of 562 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 18 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Ángel León's work include Financial Risk and Volatility Modeling (20 papers), Stochastic processes and financial applications (12 papers) and Financial Markets and Investment Strategies (10 papers). Ángel León is often cited by papers focused on Financial Risk and Volatility Modeling (20 papers), Stochastic processes and financial applications (12 papers) and Financial Markets and Investment Strategies (10 papers). Ángel León collaborates with scholars based in Spain, United Kingdom and Portugal. Ángel León's co-authors include Gonzalo Rubio, Gregorio Serna, Juan M. Nave, Ana Zorio‐Grima, Trino‐Manuel Ñíguez, Javier Juste Mencía, Enrique Sentana, Gabriele Fiorentini, Manuel Moreno and Belén Nieto and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Finance research letters.

In The Last Decade

Ángel León

32 papers receiving 510 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ángel León Spain	13	387	322	127	94	52	35	562
Zhaogang Song United States	13	593 1.5×	405 1.3×	100 0.8×	153 1.6×	72 1.4×	55	761
João F. Caldeira Brazil	12	260 0.7×	201 0.6×	91 0.7×	97 1.0×	111 2.1×	61	433
Rand Kwong Yew Low Australia	11	309 0.8×	305 0.9×	79 0.6×	51 0.5×	116 2.2×	30	480
John R. Wingender United States	11	322 0.8×	281 0.9×	99 0.8×	92 1.0×	69 1.3×	33	465
Nina Boyarchenko United States	12	682 1.8×	480 1.5×	305 2.4×	120 1.3×	46 0.9×	49	877
Paul Kofman Australia	14	632 1.6×	595 1.8×	224 1.8×	118 1.3×	42 0.8×	37	775
Sankarshan Basu India	13	224 0.6×	212 0.7×	47 0.4×	134 1.4×	94 1.8×	48	479
Patrick de Fontnouvelle United States	10	410 1.1×	314 1.0×	47 0.4×	236 2.5×	65 1.3×	13	573
Rohan Christie‐David United States	11	382 1.0×	410 1.3×	200 1.6×	68 0.7×	48 0.9×	37	579
Andrea Tamoni United States	13	462 1.2×	483 1.5×	194 1.5×	119 1.3×	159 3.1×	59	702

Countries citing papers authored by Ángel León

Since Specialization

Citations

This map shows the geographic impact of Ángel León's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ángel León with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ángel León more than expected).

Fields of papers citing papers by Ángel León

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ángel León. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ángel León. The network helps show where Ángel León may publish in the future.

Co-authorship network of co-authors of Ángel León

This figure shows the co-authorship network connecting the top 25 collaborators of Ángel León. A scholar is included among the top collaborators of Ángel León based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ángel León. Ángel León is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Carnero, M. Angeles, Ángel León, & Trino‐Manuel Ñíguez. (2024). Analytic Moments of TGARCH(1,1) Models with Polynomially Adjusted Densities. Journal of Financial Econometrics. 23(2).

León, Ángel, et al.. (2022). Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?. Mathematics. 10(22). 4329–4329. 3 indexed citations

León, Ángel & Trino‐Manuel Ñíguez. (2021). Copula methods for evaluating relative tail forecasting performance. The Journal of Risk Finance. 22(5). 332–344. 1 indexed citations

León, Ángel, et al.. (2021). Backtesting VaR under the COVID-19 sudden changes in volatility. Finance research letters. 43. 102024–102024. 7 indexed citations

León, Ángel & Trino‐Manuel Ñíguez. (2021). Polynomial adjusted Student-t densities for modeling asset returns. European Journal of Finance. 28(9). 907–929. 8 indexed citations

Carnero, M. Angeles & Ángel León. (2021). Moments of Tgarch Models with Gram-Charlier Innovations. SSRN Electronic Journal.

León, Ángel & Trino‐Manuel Ñíguez. (2020). Modeling asset returns under time-varying semi-nonparametric distributions. Journal of Banking & Finance. 118. 105870–105870. 12 indexed citations

León, Ángel, et al.. (2019). Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. Finance research letters. 33. 101181–101181. 27 indexed citations

León, Ángel, et al.. (2012). Does stock return predictability affect ESO fair value?. European Journal of Operational Research. 223(1). 188–202. 2 indexed citations

10.

León, Ángel, et al.. (2008). American GARCH Employee Stock Option Valuation. SSRN Electronic Journal. 4 indexed citations

11.

León, Ángel, Javier Juste Mencía, & Enrique Sentana. (2007). Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation. SSRN Electronic Journal. 43 indexed citations

12.

León, Ángel, et al.. (2007). Modeling the Euro overnight rate. Journal of Empirical Finance. 14(5). 756–782. 16 indexed citations

13.

León, Ángel, Juan M. Nave, & Gonzalo Rubio. (2006). The relationship between risk and expected return in Europe. Journal of Banking & Finance. 31(2). 495–512. 50 indexed citations

14.

León, Ángel, et al.. (2004). PharmaMar: una aplicación de la teoría de opciones reales a la valoración de empresas farmaceúticas. 66–68. 3 indexed citations

15.

León, Ángel, et al.. (2003). Evaluation of a taxi sector reform: A real options approach. RePEc: Research Papers in Economics. 1. 2 indexed citations

16.

León, Ángel, et al.. (2002). AN EMPIRICAL COMPARISON OF THE PERFORMANCE OF ALTERNATIVE OPTION PRICING MODELS. Investigación Económica. 29(3). 483–523. 3 indexed citations

17.

León, Ángel, et al.. (2002). Modelización de la volatilidad del tipo de interés a corto plazo. 1–29.

18.

León, Ángel, et al.. (2002). A note on adjusting correlation matrices. Applied Mathematical Finance. 9(1). 61–67. 9 indexed citations

19.

Fiorentini, Gabriele, Ángel León, & Gonzalo Rubio. (2002). Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market. Journal of Empirical Finance. 9(2). 225–255. 40 indexed citations

20.

León, Ángel, et al.. (1999). Modelling conditional heteroskedasticity: Application to the "IBEX-35" stock-return index. 1(3). 215–238. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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