Publications by the researcher in collaboration with Trino-Manuel Ñíguez (14)


  1. Moments expansion densities for quantifying financial risk

    North American Journal of Economics and Finance, Vol. 42, pp. 53-69

  2. Multivariate approximations to portfolio return distribution

    Computational and Mathematical Organization Theory, Vol. 23, Núm. 3, pp. 347-361


  1. A new proposal for computing portfolio valueat-risk for semi-nonparametric distributions

    International Journal of Mathematics and Computers in Simulation, Vol. 5, Núm. 2, pp. 85-92

  2. Multivariate semi-nonparametric distributions with dynamic conditional correlations

    International Journal of Forecasting, Vol. 27, Núm. 2, pp. 347-364


  1. The snp-dcc model: a new methodology for risk management and forecasting

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]


  1. Gram-charlier densities: A multivariate approach

    Quantitative Finance, Vol. 9, Núm. 7, pp. 855-868


  1. Multivariate gram-charlier densities

    Notas técnicas: [continuación de Documentos de Trabajo FUNCAS]