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~person:"Jiménez, Inés"
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Jiménez, Inés
Perote, Javier
123
Mora-Valencia, Andrés
29
Ñíguez, Trino-Manuel
25
Brio, Esther B. del
13
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Dynamic selection of Gram-Charlier expansions with risk targets : an application to cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Risk management : an international journal
24
(
2022
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10013163633
Saved in:
2
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
3
Bitcoin halving and the integration of cryptocurrency and forex markets : an analysis of the higher-order moment spillovers
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 302-315
Persistent link: https://www.econbiz.de/10014534898
Saved in:
4
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Saved in:
5
Multivariate dynamics between emerging markets and digital asset markets : an application of the SNP-DCC model
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Emerging markets review
56
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014478653
Saved in:
6
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
Saved in:
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