Access Statistics for Trino-Manuel Ñíguez

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
FORECASTING THE CONDITIONAL COVARIANCE MATRIX OF A PORTFOLIO UNDER LONG-RUN TEMPORAL DEPENDENCE 0 1 16 82 0 3 64 348
Forecasting the density of asset returns 0 0 2 169 2 7 32 367
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 19 95 2 6 68 307
Total Working Papers 0 1 37 346 4 16 164 1,022


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence 1 2 4 10 4 11 16 82
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 18 21 1 3 48 59
Total Journal Articles 1 2 22 31 5 14 64 141


Statistics updated 2009-11-04