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The return performance of cubic market model : an application to emerging markets
Mora-Valencia, Andrés; Perote, Javier; Arias, José … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2233-2241
Persistent link: https://www.econbiz.de/10011825306
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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
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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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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
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Forecasting the density of asset returns
Ñíguez, Trino-Manuel; Perote, Javier - 2004
Persistent link: https://www.econbiz.de/10002458714
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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