6
H index
3
i10 index
95
Citations
Trino-Manuel ÑÃguez : Citation Profile
University of Westminster | RESEARCH PRODUCTION: 16 Articles 9 Papers RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2003 - 2023). 
Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Trino-Manuel ÑÃguez. | Is cited by:
| Cites to:
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Main data
Where Trino-Manuel ÑÃguez has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 2 |
| Journal of Banking & Finance | 2 |
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Lancaster University Management School, Economics Department | 2 |
| Working Papers / Banco de España | 2 |
| Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) | 2 |
Recent works citing Trino-Manuel ÑÃguez (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Downside Risk-Aware Equilibria for Strategic Decision-Making. (2025). Slumbers, Oliver ; Ganesh, Sumitra ; Ardon, Leo ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2510.03446. Full description at Econpapers || Download paper |
| 2025 | Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420. Full description at Econpapers || Download paper |
| 2024 | Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279. Full description at Econpapers || Download paper |
| 2024 | Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x. Full description at Econpapers || Download paper |
| 2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62. Full description at Econpapers || Download paper |
| 2024 | Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers. (2024). Perote, Javier ; Mora-Valencia, Andrés ; Jimenez, Ines. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:302-315. Full description at Econpapers || Download paper |
| 2024 | Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Taffler, Richard ; Cioroianu, Iulia ; Larkin, Charles. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000977. Full description at Econpapers || Download paper |
| 2025 | The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach. (2025). Jiang, Xuejun ; Cheng, Lingju ; Dai, Xinjie. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00680-w. Full description at Econpapers || Download paper |
Works by Trino-Manuel ÑÃguez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2016 | Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2004 | Forecasting the density of asset returns In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2017 | Moments expansion densities for quantifying financial risk In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2021 | The transformed Gram Charlier distribution: Parametric properties and financial risk applications In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Pure higher-order effects in the portfolio choice model In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2021 | Backtesting VaR under the COVID-19 sudden changes in volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
| 2020 | Modeling asset returns under time-varying semi-nonparametric distributions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2021 | Copula methods for evaluating relative tail forecasting performance In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies In: Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2003 | VOLATILITY AND VAR FORECASTING FOR THE IBEX-35 STOCK-RETURN INDEX USING FIGARCH-TYPE PROCESSES AND DIFFERENT EVALUATION CRITERIA In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 0 |
| 2003 | FORECASTING THE CONDITIONAL COVARIANCE MATRIX OF A PORTFOLIO UNDER LONG-RUN TEMPORAL DEPENDENCE In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence.(2006) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Higher-order moments in the theory of diversification and portfolio composition In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Multivariate Gram-Charlier Densities In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 2 |
| 2008 | Volatility and VaR forecasting in the Madrid Stock Exchange In: Spanish Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2022 | Polynomial adjusted Student-t densities for modeling asset returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 6 |
| 2009 | Gram-Charlier densities: a multivariate approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team