| Risk quantification and validation for Bitcoin I Jiménez, A Mora-Valencia, J Perote Operations Research Letters 48 (4), 534-541, 2020 | 37 | 2020 |
| Semi-nonparametric risk assessment with cryptocurrencies I Jiménez, A Mora-Valencia, J Perote Research in International Business and Finance 59, 101567, 2022 | 16 | 2022 |
| Portfolio risk assessment under dynamic (equi) correlation and semi-nonparametric estimation: An application to cryptocurrencies I Jiménez, A Mora-Valencia, TM Ñíguez, J Perote Mathematics 8 (12), 2110, 2020 | 13 | 2020 |
| Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? I Jiménez, A Mora-Valencia, J Perote Finance Research Letters 49, 103105, 2022 | 4 | 2022 |
| Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model I Jiménez, A Mora-Valencia, J Perote Emerging Markets Review 56, 101054, 2023 | 1 | 2023 |
| Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies I Jiménez, A Mora-Valencia, J Perote Risk Management, 1-19, 2022 | 1 | 2022 |
| Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers I Jiménez, A Mora-Valencia, J Perote International Review of Economics & Finance, 2024 | | 2024 |
| Cross-moment interaction in multivariate semi-nonparametric densities for risk forecasting I Jiménez, A Mora-Valencia, J Perote | | |
Javier Perote PeñaProfesor de EconomíaVerified email at usal.es
