Trino-Manuel Ñíguez
Names
| first: |
Trino |
| middle: |
Manuel |
| last: |
Ñíguez Grau |
Identifer
Contact
Affiliations
-
University of Westminster
/ Westminster Business School
/ Economics
Research profile
author of:
- Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation (RePEc:bde:wpaper:1520)
by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote - Multivariate moments expansion density: application of the dynamic equicorrelation model (RePEc:bde:wpaper:1602)
by Trino-Manuel Ñíguez & Javier Perote - Forecasting the density of asset returns (RePEc:cep:stiecm:479)
by Trino-Manuel Niguez & Javier Perote - Moments expansion densities for quantifying financial risk (RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69)
by Ñíguez, Trino-Manuel & Perote, Javier - The transformed Gram Charlier distribution: Parametric properties and financial risk applications (RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349)
by León, Ángel & Ñíguez, Trino-Manuel - Pure higher-order effects in the portfolio choice model (RePEc:eee:finlet:v:19:y:2016:i:c:p:255-260)
by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David - Backtesting VaR under the COVID-19 sudden changes in volatility (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001057)
by Castillo, Brenda & León, Ángel & Ñíguez, Trino-Manuel - Multivariate semi-nonparametric distributions with dynamic conditional correlations (RePEc:eee:intfor:v:27:y::i:2:p:347-364)
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier - Modeling asset returns under time-varying semi-nonparametric distributions (RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369)
by León, Ángel & Ñíguez, Trino-Manuel - Multivariate moments expansion density: Application of the dynamic equicorrelation model (RePEc:eee:jbfina:v:72:y:2016:i:s:p:s216-s232)
by Ñíguez, Trino-Manuel & Perote, Javier - Skewness in energy returns: estimation, testing and retain-->implications for tail risk (RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189)
by Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel - Forecasting the density of asset returns (RePEc:ehl:lserod:6845)
by Niguez, Trino-Manuel & Perote, Javier - Copula methods for evaluating relative tail forecasting performance (RePEc:eme:jrfpps:jrf-10-2020-0222)
by Ángel León & Trino-Manuel Ñíguez - Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies (RePEc:gam:jmathe:v:8:y:2020:i:12:p:2110-:d:451220)
by Inés Jiménez & Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote - Volatility And Var Forecasting For The Ibex-35 Stock-Return Index Using Figarch-Type Processes And Different Evaluation Criteria (RePEc:ivi:wpasad:2003-33)
by Trino-Manuel Ñíguez - Forecasting The Conditional Covariance Matrix Of A Portfolio Under Long-Run Temporal Dependence (RePEc:ivi:wpasad:2003-34)
by Antonio Rubia Serrano & Trino-Manuel Ñíguez - Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence (RePEc:jof:jforec:v:25:y:2006:i:6:p:439-458)
by Antonio Rubia & Trino-Manuel Ñíguez - Higher-order moments in the theory of diversification and portfolio composition (RePEc:lan:wpaper:18297128)
by Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote - On the stability of the CRRA utility under high degrees of uncertainty (RePEc:lan:wpaper:615773)
by T M Niguez & I Paya & D Peel & J Perote - Multivariate Gram-Charlier Densities (RePEc:pra:mprapa:29073)
by Del Brio, Esther B. & Ñíguez, Trino-Manuel & Perote, Javier - Multivariate approximations to portfolio return distribution (RePEc:spr:comaot:v:23:y:2017:i:3:d:10.1007_s10588-016-9231-3)
by Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote - Volatility and VaR forecasting in the Madrid Stock Exchange (RePEc:spr:specre:v:10:y:2008:i:3:p:169-196)
by Trino-Manuel Ñíguez - Polynomial adjusted Student-t densities for modeling asset returns (RePEc:taf:eurjfi:v:28:y:2022:i:9:p:907-929)
by Ángel León & Trino-Manuel Ñíguez - Flexible distribution functions, higher-order preferences and optimal portfolio allocation (RePEc:taf:quantf:v:19:y:2019:i:4:p:699-703)
by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote - Gram-Charlier densities: a multivariate approach (RePEc:taf:quantf:v:9:y:2009:i:7:p:855-868)
by Esther B. Del Brio & Trino-Manuel Niguez & Javier Perote