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Number of items: 8.

Article

Níguez, Trino Manuel and Del Brio, Esther B. and Perote, Javier (2011) Multivariate semi-nonparametric distributions with dynamic conditional correlations. International Journal of Forecasting, 27 (2). pp. 347-364. ISSN 0169-2070

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2009) Gram–Charlier densities: a multivariate approach. Quantitative Finance, 9 (7). pp. 855-868. ISSN 1469-7688

Monograph

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2010) The SNP-DCC model: a new methodology for risk management and forecasting. Working Paper. Fundación de las Cajas de Ahorros.

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2008) Multivariate Gram-Charlier densities. Working Paper. Savings Banks Foundation.

Conference or Workshop Item

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2010) The SNP-DCC model: a new methodology for risk management and forecasting. In: European financial management association annual conference, June 2010, Aarhus, Denmark. (Submitted)

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2009) Multivariate semi-nonparametric densities with dynamic conditional correlations. In: 29th International Symposium on Forecasting, 21st - 24th June 2009, Hong Kong. (Submitted)

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2007) Multivariate Gram-Charlier densities. In: 1st International Workshop on Computational and Financial Econometrics, 20 - 22 Apr 2007, Geneva, Switzerland. (Submitted)

Del Brio, Esther B. and Níguez, Trino Manuel and Perote, Javier (2007) Multivariate Gram-Charlier densities. In: Annual Meeting of the Journal of Financial Econometrics, 26 - 27 Oct 2007, Faro, Portugal. (Submitted)

This list was generated on Fri Apr 24 23:40:38 2015 BST.