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Volatility and VAR forecasting for the IBEX-35 stock-return index using FIGARCH-type processes and different evaluation criteria
Ñíguez, Trino-Manuel (contributor) - 2003 - 1. ed. [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115963
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Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel; Perote, Javier; Rubia, Antonio - In: Economic forecasting, (pp. 229-247). 2010
Persistent link: https://www.econbiz.de/10009130829
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Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence
Ñíguez, Trino-Manuel; Rubia, Antonio - In: Journal of forecasting 25 (2006) 6, pp. 439-458
Persistent link: https://www.econbiz.de/10003378446
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Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel; Perote, Javier; Rubia, Antonio - 2012
Persistent link: https://www.econbiz.de/10009580928
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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
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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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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
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Forecasting the density of asset returns
Ñíguez, Trino-Manuel; Perote, Javier - 2004
Persistent link: https://www.econbiz.de/10002458714
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Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles; León, Angel; Ñíguez, Trino-Manuel - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
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Estimating the dynamics of interest rates in the Japanese economy
Nowman, Kalid Ben; Ñíguez, Trino-Manuel - In: The Asia Pacific journal of economics and business : APJEB 13 (2009) 1, pp. 3-13
Persistent link: https://www.econbiz.de/10003933215