Trino‐Manuel Ñíguez - Publications, H-index & Citations

Trino‐Manuel Ñíguez

University of Westminster

13H指数

52论文数

464被引数

收录论文 10

发表时间

New bounds for tail risk measures 尾部风险测度的新界限

FINANCE RESEARCH LETTERS

IF6.9

2025-04-01

OAAI

Carnero, M. Angeles; Leon, Angel; Niguez, Trino-Manuel

Backtesting VaR under the COVID-19 sudden changes in volatility

FINANCE RESEARCH LETTERS

IF6.9

2021-11-01

OAAI

Castillo, Brenda; Leon, Angel; Niguez, Trino-Manuel

Copula methods for evaluating relative tail forecasting performance

JOURNAL OF RISK FINANCE

IF4.7

2021-09-20

OAAI

Leon, Angel; Niguez, Trino-Manuel

Modeling asset returns under time-varying semi-nonparametric distributions

JOURNAL OF BANKING & FINANCE

IF3.8

2020-09-01

OAAI

Leon, Angel; Niguez, Trino-Manuel

Moments expansion densities for quantifying financial risk

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2017-11-01

OAAI

Niguez, Trino-Manuel; Perote, Javier

Pure higher-order effects in the portfolio choice model

FINANCE RESEARCH LETTERS

IF6.9

2016-11-01

OAAI

Niguez, Trino-Manuel; Paya, Ivan; Peel, David

Multivariate moments expansion density: Application of the dynamic equicorrelation model

JOURNAL OF BANKING & FINANCE

IF3.8

2016-11-01

OAAI

Niguez, Trino-Manuel; Perote, Javier

Evaluating monthly volatility forecasts using proxies at different frequencies

FINANCE RESEARCH LETTERS

IF6.9

2016-05-01

OAAI

Niguez, Trino-Manuel

Multivariate semi-nonparametric distributions with dynamic conditional correlations

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2011-04-01

OAAI

Del Brio, Esther B.; Niguez, Trino-Manuel; Perote, Javier

Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence

JOURNAL OF FORECASTING

IF2.7

2006-09-05

OAAI

Niguez, Trino-Manuel; Rubia, Antonio

研究方向