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 1 3 533
Forecasting the density of asset returns 0 0 0 4 0 0 3 33
Forecasting the density of asset returns 0 0 0 1 0 0 1 19
Higher-order moments in the theory of diversification and portfolio composition 0 0 2 49 1 2 8 176
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 1 1 19 1 5 10 76
Multivariate Gram-Charlier Densities 0 0 0 35 1 1 3 128
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 22 0 0 7 44
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 10 1 2 5 56
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 2 129 0 2 7 441
Total Working Papers 0 2 6 359 4 13 47 1,506


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 0 0 0 30 0 0 4 184
Gram-Charlier densities: a multivariate approach 0 0 0 48 0 0 0 101
Multivariate approximations to portfolio return distribution 0 0 0 0 0 0 1 14
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 1 1 1 7 19
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 25 0 0 0 103
Pure higher-order effects in the portfolio choice model 0 0 1 5 0 0 6 22
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 57 0 1 2 195
Total Journal Articles 0 0 1 166 1 2 20 638


Statistics updated 2021-01-03