E-LIB Suche - Ergebnisse für: Niguez, Trino-Manuel

1

Skewness in energy returns: estimation, testing and implica..:

Carnero, M. Angeles ; León, Angel ; Ñíguez, Trino-Manuel
The Quarterly Review of Economics and Finance. 90 (2023) - p. 178-189 , 2023

Link: https://doi.org/10.1016/..

2

Polynomial adjusted Student-t densities for modeling asset ..:

León, Ángel ; Ñíguez, Trino-Manuel
The European Journal of Finance. 28 (2021) 9 - p. 907-929 , 2021

Link: https://doi.org/10.1080/..

3

Backtesting VaR under the COVID-19 sudden changes in volati..:

Castillo, Brenda ; León, Ángel ; Ñíguez, Trino-Manuel
Finance Research Letters. 43 (2021) - p. 102024 , 2021

Link: https://doi.org/10.1016/..

4

Copula methods for evaluating relative tail forecasting per..:

León, Ángel ; Ñíguez, Trino-Manuel
The Journal of Risk Finance. 22 (2021) 5 - p. 332-344 , 2021

Link: https://doi.org/10.1108/..

5

The transformed Gram Charlier distribution: Parametric prop..:

León, Ángel ; Ñíguez, Trino-Manuel
Journal of Empirical Finance. 63 (2021) - p. 323-349 , 2021

Link: https://doi.org/10.1016/..

6

Modeling asset returns under time-varying semi-nonparametri..:

León, Ángel ; Ñíguez, Trino-Manuel
Journal of Banking & Finance. 118 (2020) - p. 105870 , 2020

Link: https://doi.org/10.1016/..

7

Portfolio Risk Assessment under Dynamic (Equi)Correlation a..:

Jiménez, Inés ; Mora-Valencia, Andrés ; Ñíguez, Trino-Manuel.
Mathematics. 8 (2020) 12 - p. 2110 , 2020

Link: https://doi.org/10.3390/..

8

Flexible distribution functions, higher-order preferences a..:

Ñíguez, Trino-Manuel ; Paya, Ivan ; Peel, David.
Quantitative Finance. 19 (2019) 4 - p. 699-703 , 2019

Link: https://doi.org/10.1080/..

9

Moments expansion densities for quantifying financial risk:

Ñíguez, Trino-Manuel ; Perote, Javier
The North American Journal of Economics and Finance. 42 (2017) - p. 53-69 , 2017

Link: https://doi.org/10.1016/..

10

Evaluating monthly volatility forecasts using proxies at di..:

Ñíguez, Trino-Manuel
Finance Research Letters. 17 (2016) - p. 41-47 , 2016

Link: https://doi.org/10.1016/..

11

Multivariate moments expansion density: Application of the ..:

Ñíguez, Trino-Manuel ; Perote, Javier
Journal of Banking & Finance. 72 (2016) - p. S216-S232 , 2016

Link: https://doi.org/10.1016/..

12

Multivariate approximations to portfolio return distributio:

Mora-Valencia, Andrés ; Ñíguez, Trino-Manuel ; Perote, Javier
Computational and Mathematical Organization Theory. 23 (2016) 3 - p. 347-361 , 2016

Link: https://doi.org/10.1007/..

13

Pure higher-order effects in the portfolio choice model:

Ñíguez, Trino-Manuel ; Paya, Ivan ; Peel, David
Finance Research Letters. 19 (2016) - p. 255-260 , 2016

Link: https://doi.org/10.1016/..

14

On the stability of the constant relative risk aversion (CR..:

Ñíguez, Trino-Manuel ; Paya, Ivan ; Peel, David.
Economics Letters. 115 (2012) 2 - p. 244-248 , 2012

Link: https://doi.org/10.1016/..

15

Multivariate semi-nonparametric distributions with dynamic ..:

Del Brio, Esther B. ; Ñíguez, Trino-Manuel ; Perote, Javier
International Journal of Forecasting. 27 (2011) 2 - p. 347-364 , 2011

Link: https://doi.org/10.1016/..