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One-sided performance measures under Gram-Charlier distributions
León Valle, Ángel Manuel; Moreno, Manuel - In: Journal of banking & finance 74 (2017), pp. 38-50
Persistent link: https://www.econbiz.de/10011793629
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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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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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Analytic moments of TGARCH(1,1) models with polynomially adjusted densities
Carnero, M. Angeles; León Valle, Ángel Manuel; … - 2025
Persistent link: https://www.econbiz.de/10015339182
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Specification tests for the distribution of errors in nonoarametric regression : a martingale approach
Mora, Juan; Pérez-Alonso, Alicia - 2008
Persistent link: https://www.econbiz.de/10003871481
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Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles; León, Angel; Ñíguez, Trino-Manuel - In: The quarterly review of economics and finance : journal … 90 (2023), pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
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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