Browsing by Author Ñíguez, Trino-Manuel
Showing results 1 to 7 of 7
Items
Access | Preview | Issue Date | Title | Author(s) |
| | 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 |