Evaluating monthly volatility forecasts using proxies at different frequencies

von Ñíguez, Trino-Manuel
Veröffentlicht in Finance research letters (2016)

Are the high-order moments of the assets returns distribution forecastable?

von Ñíguez, Trino-Manuel
Veröffentlicht in Business and finance (2011)

Volatility and VaR forecasting in the Madrid stock exchange

von Ñíguez, Trino-Manuel
Veröffentlicht in Spanish economic review (2008)

Forecasting the density of asset returns

von Ñíguez, Trino-Manuel
Veröffentlicht 2004

Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence

von Ñíguez, Trino-Manuel
Veröffentlicht in Journal of forecasting (2006)

Multivariate moments expansion density : application of the dynamic equicorrelation model

von Ñíguez, Trino-Manuel
Veröffentlicht in Journal of banking & finance (2016)

Moments expansion densities for quantifying financial risk

von Ñíguez, Trino-Manuel
Veröffentlicht in The North American journal of economics and finance (2017)

Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions

von Ñíguez, Trino-Manuel
Veröffentlicht in Oxford bulletin of economics and statistics (2012)

Estimating the dynamics of interest rates in the Japanese economy

von Nowman, Kalid Ben
Veröffentlicht in The Asia Pacific journal of economics and business (2009)

Modeling asset returns under time-varying semi-nonparametric distributions

von León Valle, Ángel Manuel
Veröffentlicht in Journal of banking & finance (2020)

Pure higher-order effects in the portfolio choice model

von Ñíguez, Trino-Manuel
Veröffentlicht in Finance research letters (2016)

The transformed Gram Charlier distribution : parametric properties and financial risk applications

von León Valle, Ángel Manuel
Veröffentlicht in Journal of empirical finance (2021)

Forecasting the unconditional and conditional kurtosis of the asset returns distribution

von Ñíguez, Trino-Manuel
Veröffentlicht in Economic forecasting (2010)

Forecasting the unconditional and conditional kurtosis of the asset returns distribution

von Ñíguez, Trino-Manuel
Veröffentlicht in Encyclopedia of economics research ; Vol. 2 (2012)

Skewness in energy returns : estimation, testing and implications for tail risk

von Carnero, M. Angeles
Veröffentlicht in The quarterly review of economics and finance (2023)

Multivariate approximations to portfolio return distribution

von Mora-Valencia, Andrés
Veröffentlicht in Computational and mathematical organization theory (2017)

Backtesting VaR under the COVID-19 sudden changes in volatility

von Castillo, Brenda
Veröffentlicht in Finance research letters (2021)

On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty

Veröffentlicht in Economics letters (2012)

Multivariate semi-nonparametric distributions with dynamic conditional correlations

von Brio, Esther B. del
Veröffentlicht in International journal of forecasting (2011)