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 3 3 4 541
Forecasting the density of asset returns 0 0 0 1 10 12 15 46
Forecasting the density of asset returns 0 0 0 5 2 6 10 50
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 8 21 25 225
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 1 1 22 3 7 8 94
Multivariate Gram-Charlier Densities 0 0 1 42 1 8 17 165
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 3 10 12 65
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 11 3 7 7 75
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 0 131 6 7 8 456
Total Working Papers 0 2 4 381 39 81 106 1,717

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 3 5 10 24
Copula methods for evaluating relative tail forecasting performance 0 1 1 2 4 5 5 8
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 2 5 21
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence 0 0 0 30 2 5 6 195
Gram-Charlier densities: a multivariate approach 0 0 0 49 6 6 7 117
Modeling asset returns under time-varying semi-nonparametric distributions 0 0 0 9 2 3 4 30
Moments expansion densities for quantifying financial risk 0 0 0 3 4 6 9 32
Multivariate approximations to portfolio return distribution 0 0 0 1 2 3 6 30
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 1 2 4 11 12 37
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 5 7 10 124
Polynomial adjusted Student-t densities for modeling asset returns 0 0 0 0 1 3 4 6
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 4 5 6 12
Pure higher-order effects in the portfolio choice model 0 0 1 6 4 5 6 31
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 6 12 16 21
The transformed Gram Charlier distribution: Parametric properties and financial risk applications 0 1 1 12 2 6 9 59
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 58 5 5 6 217
Total Journal Articles 0 2 5 207 54 89 121 964

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Statistics updated 2026-02-12