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 4 542
Forecasting the density of asset returns 0 0 0 1 1 1 17 50
Forecasting the density of asset returns 0 0 0 5 0 1 13 55
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 55 1 2 30 232
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 1 2 15 102
Multivariate Gram-Charlier Densities 0 0 1 42 0 0 21 172
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 0 0 14 68
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 0 0 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 0 10 459
Total Working Papers 0 0 4 382 3 6 140 1,764

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 2 13 30
Copula methods for evaluating relative tail forecasting performance 0 0 1 2 1 1 8 11
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 0 8 197
Gram-Charlier densities: a multivariate approach 0 0 0 49 0 2 14 124
Modeling asset returns under time-varying semi-nonparametric distributions 0 0 0 9 3 4 13 40
Moments expansion densities for quantifying financial risk 0 0 0 3 0 1 10 35
Multivariate approximations to portfolio return distribution 0 0 0 1 0 1 7 34
Multivariate moments expansion density: Application of the dynamic equicorrelation model 0 0 0 2 1 2 16 42
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 0 1 16 130
Polynomial adjusted Student-t densities for modeling asset returns 0 0 0 0 0 1 7 10
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 1 3 11 18
Pure higher-order effects in the portfolio choice model 0 0 0 6 1 1 13 39
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 0 1 1 1 22 29
The transformed Gram Charlier distribution: Parametric properties and financial risk applications 1 1 2 13 1 1 8 61
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 58 0 1 11 222
Total Journal Articles 1 1 3 208 10 22 181 1,043

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07