T. M. Ñíguez

Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies

Inés Jiménez, Andrés Mora-Valencia, T. M. Ñíguez, 2020 .

Multivariate Gram-Charlier Densities

T. M. Ñíguez, Javier Perote, Javier Perote, 2008 .