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 1 1 1 538
Forecasting the density of asset returns 0 0 0 1 0 1 2 31
Forecasting the density of asset returns 0 0 0 5 1 2 2 41
Higher-order moments in the theory of diversification and portfolio composition 0 0 0 53 0 1 2 200
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 0 21 0 0 0 86
Multivariate Gram-Charlier Densities 0 0 1 41 1 1 3 149
Multivariate moments expansion density: application of the dynamic equicorrelation model 0 0 0 25 1 3 6 54
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 10 0 1 4 68
VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA 0 0 1 131 0 0 1 448
Total Working Papers 0 0 2 377 4 10 21 1,615

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 1 4 15
Copula methods for evaluating relative tail forecasting performance 0 0 1 1 0 0 3 3
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 0 16
Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence 0 0 0 30 0 1 1 189
Gram-Charlier densities: a multivariate approach 0 0 0 49 0 0 0 110
Modeling asset returns under time-varying semi-nonparametric distributions 0 0 0 9 0 0 0 26
Moments expansion densities for quantifying financial risk 0 0 0 3 2 3 3 25
Multivariate approximations to portfolio return distribution 0 0 0 1 2 3 3 26
Multivariate moments expansion density: Application of the dynamic equicorrelation model 1 1 1 2 1 2 3 26
Multivariate semi-nonparametric distributions with dynamic conditional correlations 0 0 0 27 0 1 1 114
Polynomial adjusted Student-t densities for modeling asset returns 0 0 0 0 1 1 1 3
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 0 0 0 1 0 0 2 6
Pure higher-order effects in the portfolio choice model 0 0 0 5 0 0 1 25
Skewness in energy returns: estimation, testing and retain-->implications for tail risk 0 0 0 0 0 0 3 5
The transformed Gram Charlier distribution: Parametric properties and financial risk applications 0 0 0 11 1 1 2 51
Volatility and VaR forecasting in the Madrid Stock Exchange 0 0 0 58 0 1 1 211
Total Journal Articles 1 1 2 203 8 14 28 851

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Statistics updated 2025-03-03