Buscar por Autor Ñíguez, Trino-Manuel
Mostrando resultados 1 a 7 de 7
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Acceso | Vista previa | Fecha de publicación | Título | Autor/es |
| | 18-mar-2021 | Backtesting VaR under the COVID-19 sudden changes in volatility | Castillo, Brenda; León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 20-sep-2021 | Copula methods for evaluating relative tail forecasting performance | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 2004 | Forecasting asset portfolio market risk | Ñíguez, Trino-Manuel |
| | sep-2020 | Modeling asset returns under time-varying semi-nonparametric distributions | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 7-oct-2021 | Polynomial adjusted Student-t densities for modeling asset returns | León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 17-jun-2023 | Skewness in energy returns: Estimation, testing and implications for tail risk | Carnero, M. Angeles; León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | sep-2021 | The transformed Gram Charlier distribution: Parametric properties and financial risk applications | León Valle, Ángel M.; Ñíguez, Trino-Manuel |