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Volatility and VAR forecasting...
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Ñíguez, Trino-Manuel
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ECONIS (ZBW)
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel
(
contributor
); …
-
2003
-
1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115948
Saved in:
2
Are the high-order moments of the assets returns distribution forecastable?
Ñíguez, Trino-Manuel
- In:
Business and finance : performance and management
,
(pp. 199-217)
.
2011
Persistent link: https://www.econbiz.de/10009304103
Saved in:
3
Volatility and VaR forecasting in the Madrid stock exchange
Ñíguez, Trino-Manuel
- In:
Spanish economic review : SER
10
(
2008
)
3
,
pp. 169-196
Persistent link: https://www.econbiz.de/10003747257
Saved in:
4
Evaluating monthly volatility forecasts using proxies at different frequencies
Ñíguez, Trino-Manuel
- In:
Finance research letters
17
(
2016
),
pp. 41-47
Persistent link: https://www.econbiz.de/10011596208
Saved in:
5
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
6
Pure higher-order effects in the portfolio choice model
Ñíguez, Trino-Manuel
;
Payá, Ivan
;
Peel, David
- In:
Finance research letters
19
(
2016
),
pp. 255-260
Persistent link: https://www.econbiz.de/10011657707
Saved in:
7
The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2010
Persistent link: https://www.econbiz.de/10010422539
Saved in:
8
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
Ñíguez, Trino-Manuel
;
Payá, Ivan
;
Peel, David
; …
-
2015
Persistent link: https://www.econbiz.de/10011796068
Saved in:
9
Multivariate approximations to portfolio return distribution
Mora-Valencia, Andrés
;
Ñíguez, Trino-Manuel
;
Perote, …
- In:
Computational and mathematical organization theory
23
(
2017
)
3
,
pp. 347-361
Persistent link: https://www.econbiz.de/10011741979
Saved in:
10
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2016
Persistent link: https://www.econbiz.de/10011799240
Saved in:
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