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ECONIS (ZBW)
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VaR performance during the subprime and sovereign debt crises : an application to emerging markets
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Emerging markets review
20
(
2014
),
pp. 23-41
Persistent link: https://www.econbiz.de/10010419480
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
The kidnapping of Europe : high-order moments' transmission between developed and emerging markets
Brio, Esther B. del
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Emerging markets review
31
(
2017
),
pp. 96-115
Persistent link: https://www.econbiz.de/10011803176
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 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:
6
The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2010
Persistent link: https://www.econbiz.de/10010422539
Saved in:
7
Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel
;
Perote, Javier
;
Rubia, Antonio
-
2012
Persistent link: https://www.econbiz.de/10009580928
Saved in:
8
Multivariate Gram-Charlier densities
Brio González, Esther B. del
;
Ñíguez, Trino-Manuel
; …
-
2008
Persistent link: https://www.econbiz.de/10003827531
Saved in:
9
Forecasting the unconditional and conditional kurtosis of the asset returns distribution
Ñíguez, Trino-Manuel
;
Perote, Javier
;
Rubia, Antonio
- In:
Economic forecasting
,
(pp. 229-247)
.
2010
Persistent link: https://www.econbiz.de/10009130829
Saved in:
10
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
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