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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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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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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
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On the econometric estimation of a variable rate of depreciation
Hernández, José A. (contributor);  … - 2002 - [Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696006
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On downside risk predictability through liquidity and trading activity : a quantile regression approach
Rubia, Antonio; Sanchis-Marco, Lidia - 2011
Persistent link: https://www.econbiz.de/10009724943
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Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe; Rodrigues, Paulo M. M.; Rubia, Antonio - In: Journal of financial econometrics : official journal of … 14 (2016) 4, pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
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Determining factors in the choice of prices of tourist rental accommodation : new evidence using the quantile regression approach
Moreno, Luis; Rubia, Antonio; Perles-Ribes, J. F.; … - In: Tourism management perspectives : TMP 33 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012170564