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Items where Author is Rubia, Antonio

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Number of items: 11.

Níguez, T

Níguez, Trino Manuel and Rubia, Antonio (2002) Forecasting the conditional covariance matrices of a portfolio under long-run temporal dependence. In: Instituto Valenciano de Investigaciones Economicas, Seville, Spain. (Submitted)

Níguez, Trino Manuel and Rubia, Antonio (2006) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. Journal of Forecasting, 25 (6). pp. 439-458. ISSN 0277-6693

Níguez, Trino Manuel and Rubia, Antonio (2003) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. Working Paper. Instituto Valenciano de Investigaciones Económicas, Valencia, Spain.

Níguez, Trino Manuel and Rubia, Antonio (2003) Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence. In: X Forum of Finance, Seville, Spain. (Submitted)

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2010) Forecasting the unconditional and conditional kurtosis of the asset returns distribution. In: Molnar, Alan T., (ed.) Economic forecasting. Nova Publishing , New York. ISBN 9781607410683

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2009) Are the high-order moments of the assets returns distribution forecastable? Journal of Current Issues in Finance, Business and Economics, 2 (4). pp. 383-401. ISSN 1935-3553

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2010) Forecasting the unconditional and conditional kurtosis of the asset returns distribution. In: 30th International Symposium on Forecasting, June 20-23 2010, San Diego, CA, USA.

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2011) Multivariate distributions based on general moments expansions: evidence from exchange rates. In: Workshop in time series econometrics, April 2011, Zaragoza, Spain. (Submitted)

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2011) Multivariate distributions based on general moments expansions: evidence from exchange rates. In: International risk management conference, June 2011, Amsterdam, Netherlands. (Submitted)

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2011) Multivariate distributions based on general moments expansions: evidence from exchange rates. In: European financial management association annual conference, June 2011, Braga, Portugal. (Submitted)

Níguez, Trino Manuel and Perote, Javier and Rubia, Antonio (2011) Multivariate distributions based on general moments expansions: evidence from exchange rates. In: 4th workshop in risk management and insurance, October 2011, Seville, Spain. (Submitted)

This list was generated on Sat Apr 19 19:29:55 2014 BST.