Trino-Manuel Ñíguez : Citation Profile


Are you Trino-Manuel Ñíguez?

University of Westminster

4

H index

0

i10 index

33

Citations

RESEARCH PRODUCTION:

8

Articles

9

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 2
   Journals where Trino-Manuel Ñíguez has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (13.16 %)

EXPERT IN:

   Specific Distributions
   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
   Model Evaluation, Validation, and Selection
   Forecasting and Prediction Methods; Simulation Methods
   Criteria for Decision-Making under Risk and Uncertainty

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu249
   Updated: 2019-09-14    RAS profile: 2017-08-23    
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Relations with other researchers


Works with:

Perote, Javier (5)

Paya, Ivan (3)

Peel, David (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Trino-Manuel Ñíguez.

Is cited by:

Perote, Javier (16)

DEL BRIO, ESTHER (7)

Mora-Valencia, Andrés (6)

Zagaglia, Paolo (3)

Georgescu, Irina (3)

Liu, Zhuoshi (3)

Gabrielsen, Alexandros (3)

Conrad, Christian (2)

Cortés, Lina (2)

Arismendi Zambrano, Juan (1)

Harris, Richard (1)

Cites to:

Perote, Javier (19)

Bollerslev, Tim (19)

Engle, Robert (16)

Diebold, Francis (13)

Sentana, Enrique (11)

Granger, Clive (9)

Tay, Anthony S (8)

Jondeau, Eric (8)

Gallant, A. (8)

Rockinger, Michael (8)

Laurent, Sébastien (6)

Main data


Where Trino-Manuel Ñíguez has published?


Journals with more than one article published# docs
Computational and Mathematical Organization Theory2

Working Papers Series with more than one paper published# docs
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)2
Working Papers / Lancaster University Management School, Economics Department2
Working Papers / Banco de Espaa2

Recent works citing Trino-Manuel Ñíguez (2018 and 2017)


YearTitle of citing document
2018The effect of prudence on the optimal allocation in possibilistic and mixed models. (2018). Georgescu, Irina. In: Papers. RePEc:arx:papers:1805.12066.

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2019A portfolio choice problem in the framework of expected utility operators. (2019). Georgescu, Irina ; Aim, Louis. In: Papers. RePEc:arx:papers:1906.11831.

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2019Expected utility operators and coinsurance problem. (2019). Georgescu, Irina. In: Papers. RePEc:arx:papers:1908.06927.

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2017Measuring firm size distribution with semi-nonparametric densities. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015300.

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2017Moments expansion densities for quantifying financial risk. (2017). Perote, Javier ; Iguez, Trino-Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:53-69.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2018Multivariate models with long memory dependence in conditional correlation and volatility. (2018). Dark, Jonathan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:162-180.

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2017Measuring firm size distribution with semi-nonparametric densities. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:485:y:2017:i:c:p:35-47.

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2018Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds. (2018). Erlwein-Sayer, Christina. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:141-:d:188723.

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Works by Trino-Manuel Ñíguez:


YearTitleTypeCited
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
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paper0
2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
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paper2
2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 2
article
2004Forecasting the density of asset returns In: STICERD - Econometrics Paper Series.
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paper2
2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 2
paper
2016Pure higher-order effects in the portfolio choice model In: Finance Research Letters.
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article4
2011Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting.
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article7
2003VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA In: Working Papers. Serie AD.
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paper0
2003FORECASTING THE CONDITIONAL COVARIANCE MATRIX OF A PORTFOLIO UNDER LONG-RUN TEMPORAL DEPENDENCE In: Working Papers. Serie AD.
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paper5
2006Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence.(2006) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 5
article
2013Higher-order moments in the theory of diversification and portfolio composition In: Working Papers.
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paper2
2011On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers.
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paper1
2008Multivariate Gram-Charlier Densities In: MPRA Paper.
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paper0
2017Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
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article0
Multivariate approximations to portfolio return distribution.() In: Computational and Mathematical Organization Theory.
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This paper has another version. Agregated cites: 0
article
2008Volatility and VaR forecasting in the Madrid Stock Exchange In: Spanish Economic Review.
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article1
2009Gram-Charlier densities: a multivariate approach In: Quantitative Finance.
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article9

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