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~person:"Ñíguez, Trino-Manuel"
~subject:"Prognoseverfahren"
~subject:"USA"
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Ñíguez, Trino-Manuel
Ravazzolo, Francesco
40
Mitchell, James
28
Dijk, Herman K. van
27
Casarin, Roberto
22
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15
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9
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ECONIS (ZBW)
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1
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
2
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:
3
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:
4
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:
5
Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
4
,
pp. 600-627
Persistent link: https://www.econbiz.de/10010219893
Saved in:
6
Forecasting the density of asset returns
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2004
Persistent link: https://www.econbiz.de/10002458714
Saved in:
7
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
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