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type_genre:"Aufsatz im Buch"
~person:"Sin, Chor-yiu"
~person:"Ñíguez, Trino-Manuel"
~type_genre:"Article in journal"
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Search: subject_exact:"Statistical distribution"
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Sin, Chor-yiu
Ñíguez, Trino-Manuel
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ECONIS (ZBW)
12
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1
Polynomial adjusted student-t densities for modeling asset returns
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 907-929
Persistent link: https://www.econbiz.de/10013373353
Saved in:
2
Skewness in energy returns : estimation, testing and implications for tail risk
Carnero, M. Angeles
;
León, Angel
;
Ñíguez, Trino-Manuel
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 178-189
Persistent link: https://www.econbiz.de/10014431948
Saved in:
3
The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of empirical finance
63
(
2021
),
pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
Saved in:
4
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
5
Multivariate approximations to portfolio return distribution
Mora-Valencia, Andrés
;
Ñíguez, Trino-Manuel
;
Perote, …
- In:
Computational and mathematical organization theory
23
(
2017
)
3
,
pp. 347-361
Persistent link: https://www.econbiz.de/10011741979
Saved in:
6
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
7
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu
- In:
Annals of financial economics
9
(
2014
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10010489087
Saved in:
8
Forecasting heavy-tailed densities with positive Edgeworth and Gram-Charlier expansions
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
4
,
pp. 600-627
Persistent link: https://www.econbiz.de/10010219893
Saved in:
9
Multivariate semi-nonparametric distributions with dynamic conditional correlations
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 347-364
Persistent link: https://www.econbiz.de/10009247498
Saved in:
10
Volatility and VaR forecasting in the Madrid stock exchange
Ñíguez, Trino-Manuel
- In:
Spanish economic review : SER
10
(
2008
)
3
,
pp. 169-196
Persistent link: https://www.econbiz.de/10003747257
Saved in:
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