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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
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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
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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
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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
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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
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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