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 0 1 538
Forecasting the density of asset returns 0 0 0 5 3 4 8 47
Forecasting the density of asset returns 0 0 0 1 0 1 4 34
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 3 4 8 207
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 1 1 1 22 2 2 3 89
Multivariate Gram-Charlier Densities 0 1 1 42 1 6 10 158
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 1 2 5 56
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 10 2 2 3 70
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 0 131 0 0 1 449
Total Working Papers 1 2 3 380 12 21 43 1,648

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 0 1 5 19
Copula methods for evaluating relative tail forecasting performance 1 1 1 2 1 1 1 4
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 1 2 4 20
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence 0 0 0 30 1 2 3 191
Gram-Charlier densities: a multivariate approach 0 0 0 49 0 1 1 111
Modeling asset returns under time-varying semi-nonparametric distributions 0 0 0 9 0 0 1 27
Moments expansion densities for quantifying financial risk 0 0 0 3 1 1 5 27
Multivariate approximations to portfolio return distribution 0 0 0 1 1 1 5 28
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 1 2 4 4 6 30
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 1 4 5 118
Polynomial adjusted Student-t densities for modeling asset returns 0 0 0 0 0 0 1 3
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 0 1 7
Pure higher-order effects in the portfolio choice model 0 0 1 6 0 0 1 26
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 1 3 5 10
The transformed Gram Charlier distribution: Parametric properties and financial risk applications 0 0 0 11 2 2 5 55
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 58 0 1 2 212
Total Journal Articles 1 1 4 206 13 23 51 888

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Statistics updated 2025-12-06