Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Multivariate Gram-Charlier densities
Brio González, Esther B. del; Ñíguez, Trino-Manuel; … - 2008
Persistent link: https://www.econbiz.de/10003827531
Cover Image
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
Cover Image
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