Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model[J] EMERGING MARKETS REVIEW 2023(56) Jimenez, Ines Mora-Valencia, Andres Perote, Javier
Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies[J] MATHEMATICS 2020(8) Jimenez, Ines Mora-Valencia, Andres Niguez, Trino-Manuel Perote, Javier
Dynamic selection of Gram-Charlier expansions with risk targets: an application to cryptocurrencies[J] RISK MANAGEMENT-AN INTERNATIONAL JOURNAL Jimenez, Ines Mora-Valencia, Andres Perote, Javier
Risk quantification and validation for Bitcoin[J] OPERATIONS RESEARCH LETTERS 2020(48) Jimenez, Ines Mora-Valencia, Andres Perote, Javier
