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Mora-Valencia, Andrés Ñíguez, Trino-Manuel Brio, Esther B. del Horra, Luis P. de la Jiménez, Inés Fuente, Gabriel de Peel, David Payá, Ivan Perote-Peña, Juan Cortés, Lina M. Neugebauer, Tibor Castillo, José A. Miguel, Alberto de Rendón, Juan F. Vorsatz, Marc Schmidt, Ulrich Loos, Malte Rubia, Antonio Díaz Roldán, Carmen Zúñiga-Vicente, José Ángel Vicente-Lorente, José David Brio González, Esther B. del Fatas, Enrique Lopes-e-Silva, Ilidio Palomero, Isabel A. Mora‐Valencia, Andrés Arias, José Elías Tobar Gómez, Gerardo Molina‐Muñoz, Enrique Pineda, Julián Zuñiga-Vicente, Jose Angel Vicente-Lorente, José D. Molina-Muñoz, Jesús Martínez-Ferrero, Jennifer Sánchez-Sancho, Marta León-Camacho, Bernardo Giménez Roche, Gabriel A. Gabriel, Amadeus Mauleón Torres, Ignacio All co-authors prognoseverfahren risk risiko risikomaß markets order conditional moments multivariate forecasting density
Composed statistische verteilung statistical distribution arch modell arch model portfolio management portfolio selection forecasting model risk measure monetary policy risk management capital income time series analysis financial market investment decision virtuelle währung virtual currency gram charlier series value at risk financial crisis multivariate analyse
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Javier Perote Alternative spellings: Javier Perote Peña Javier Perote-Peña Javier Perote Peña J. Perote Biblio: Tätig am Dep. of Economics, Univ. Rey Juan Carlos, Madrid; tätig am Dep. of Economics, Univ. of Salamanca
Q30082027
Publishing years Series Documentos de trabajo / Banco de España (2) Documento de trabajo / Fundación de las Cajas de Ahorros (2) Economics working paper series (1) Documentos de trabajo / Fundación de Estudios de Economía Aplicada (1) Working papers / Lancaster University Management School (1) Kiel working paper (1) Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
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