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 4 542
Forecasting the density of asset returns 0 0 0 5 1 5 13 55
Forecasting the density of asset returns 0 0 0 1 0 2 18 49
Higher-order moments in the theory of diversification and portfolio composition 0 1 1 55 1 4 29 231
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 1 6 14 101
Multivariate Gram-Charlier Densities 0 0 1 42 0 5 22 172
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 0 3 14 68
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 0 8 16 84
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 0 131 0 3 10 459
Total Working Papers 0 1 4 382 3 37 140 1,761

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 4 13 29
Copula methods for evaluating relative tail forecasting performance 0 0 1 2 0 1 7 10
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 4 21
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence 0 0 0 30 0 1 8 197
Gram-Charlier densities: a multivariate approach 0 0 0 49 1 5 13 123
Modeling asset returns under time-varying semi-nonparametric distributions 0 0 0 9 1 7 10 37
Moments expansion densities for quantifying financial risk 0 0 0 3 1 2 10 35
Multivariate approximations to portfolio return distribution 0 0 0 1 0 3 7 33
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 2 1 3 15 41
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 1 5 16 130
Polynomial adjusted Student-t densities for modeling asset returns 0 0 0 0 0 2 6 9
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 1 4 10 16
Pure higher-order effects in the portfolio choice model 0 0 1 6 0 7 13 38
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 1 1 0 4 22 28
The transformed Gram Charlier distribution: Parametric properties and financial risk applications 0 0 1 12 0 1 7 60
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 58 1 5 11 222
Total Journal Articles 0 0 4 207 8 54 172 1,029

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Statistics updated 2026-06-04