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 0 0 90 0 3 3 541
Forecasting the density of asset returns 0 0 0 5 0 3 9 50
Forecasting the density of asset returns 0 0 0 1 1 13 16 47
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 2 20 27 227
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 1 6 9 95
Multivariate Gram-Charlier Densities 0 0 1 42 2 9 18 167
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 0 9 11 65
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 11 1 6 8 76
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 0 131 0 7 8 456
Total Working Papers 0 1 4 381 7 76 109 1,724

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting VaR under the COVID-19 sudden changes in volatility 0 0 0 4 1 6 10 25
Copula methods for evaluating relative tail forecasting performance 0 0 1 2 1 5 6 9
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 1 5 21
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence 0 0 0 30 1 5 7 196
Gram-Charlier densities: a multivariate approach 0 0 0 49 1 7 8 118
Modeling asset returns under time-varying semi-nonparametric distributions 0 0 0 9 0 3 4 30
Moments expansion densities for quantifying financial risk 0 0 0 3 1 6 8 33
Multivariate approximations to portfolio return distribution 0 0 0 1 0 2 4 30
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 2 1 8 12 38
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 1 7 11 125
Polynomial adjusted Student-t densities for modeling asset returns 0 0 0 0 1 4 4 7
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 5 6 12
Pure higher-order effects in the portfolio choice model 0 0 1 6 0 5 6 31
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 3 14 19 24
The transformed Gram Charlier distribution: Parametric properties and financial risk applications 0 1 1 12 0 4 8 59
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 58 0 5 6 217
Total Journal Articles 0 1 4 207 11 87 124 975

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Statistics updated 2026-03-04