Narrow search
Showing 1 - 4 of 4
Cover Image
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
Cover Image
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
Cover Image
Forecasting the density of asset returns
Ñíguez, Trino-Manuel; Perote, Javier - 2004
Persistent link: https://www.econbiz.de/10002458714
Cover Image
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880