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1
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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2
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
3
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
Saved in:
4
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:
5
Backtesting VaR under the COVID-19 sudden changes in volatility
Castillo, Brenda
;
León Valle, Ángel Manuel
;
Ñíguez, …
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014633484
Saved in:
6
The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of empirical finance
63
(
2021
),
pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
Saved in:
7
New bounds for tail risk measures
Carnero, M. Angeles
;
León, Ángel
;
Ñíguez, Trino-Manuel
- In:
Finance research letters
75
(
2025
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015408528
Saved in:
8
Forecasting time-varying covariance matrices in intradaily electricity spot prices
León Valle, Ángel Manuel
(
contributor
); …
-
2002
-
[Elektronische Ressource], 1. ed
Persistent link: https://www.econbiz.de/10001696018
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9
Good for one, bad for all : determinants of individual versus systemic risk
López-Espinosa, Germán
;
Rubia, Antonio
;
Valderrama, Laura
- In:
Journal of financial stability
9
(
2013
)
3
,
pp. 287-299
Persistent link: https://www.econbiz.de/10010237085
Saved in:
10
On downside risk predictability through liquidity and trading activity : a dynamic quantile approach
Rubia, Antonio
;
Sanchis-Marco, Lidia
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10009706161
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