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Items where Author is Rubia, Antonio

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Number of items: 11.

2011

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)

2010

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 (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.

2009

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

2006

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

2003

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)

2002

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)

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