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Forecasting market crashes : does density specification matter?

Brio, Esther B. del; Perote, Javier - In: Applied econometrics and international development 8 (2008) 1, pp. 53-58

Persistent link: https://www.econbiz.de/10008660207

Multivariate semi-nonparametric distributions with dynamic conditional correlations

Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - In: International journal of forecasting 27 (2011) 2, pp. 347-364

Persistent link: https://www.econbiz.de/10009247498

Financing successful small business projects

Comeig, Irene; Brio, Esther B. del; Fernández Blanco, … - In: Management decision : MD 52 (2014) 2, pp. 365-377

Purpose: The current credit rationing strongly influences the viability of SMEs innovation projects. In this context, the practice of screening borrowers by project success probability has become a paramount consideration for both lenders and firms. The aim of this paper is to test the screening...

Persistent link: https://www.econbiz.de/10010354204

The snp-dcc model: a new methodology for risk management and forecasting

Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - 2010

Persistent link: https://www.econbiz.de/10010422539

Risk quantification for commodity ETFs: backtesting value-at-risk and expected shortfall

Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: International review of financial analysis 70 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012318296

The kidnapping of Europe : high-order moments' transmission between developed and emerging markets

Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: Emerging markets review 31 (2017), pp. 96-115

Persistent link: https://www.econbiz.de/10011803176

Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications

Brio, Esther B. del; Mora-Valencia, Andrés; Perote, Javier - In: The European journal of finance 25 (2019) 17, pp. 1746-1764

Persistent link: https://www.econbiz.de/10012207145