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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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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
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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
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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
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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
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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
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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