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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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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