publicaciones seleccionadas
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artículo
- Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers 2024
- Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model 2023
- Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 2022
- Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? 2022
- Semi-nonparametric risk assessment with cryptocurrencies 2022
- Portfolio Risk Assessment under Dynamic (Equi)Correlation and Semi-Nonparametric Estimation: An Application to Cryptocurrencies 2020