PUBLICACIONES
Ñíguez, T.M., y Perote, J. (2012) “Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions”. Oxford Bulletin of Economics and Statistics (en prensa).
Ñíguez, T.M., Paya, I., Peel, D., y Perote, J. (2012) “On the Stability of the CRRA Utility Under High Degrees of Uncertainty”. Economics Letters 115, 244-248.
Ñíguez, T.M., y Perote, J. (2011) “A New Proposal for Computing Value at Risk for Semi-Nonparametric Distributions”. Mathematics and Computers in Simulation 5, 85-92.
Del Brio, E., Ñíguez, T.M., y Perote, J. (2011) “Multivariate Semi-Nonparametric Distributions with Dynamic Conditional Corrrelations”. International Journal of Forecasting 27, 347-364.
Ñíguez, T.M., Perote, J. y Rubia, A. (2009) “Are the High-Order Moments of the Assets Returns Distribution Forecastable?”. Journal of Current Issues in Finance, Business and Economics 2, 383-401.
Del Brio, E.B., Ñíguez, T.M., y Perote, J. (2009) “Gram-Charlier Densities: A Multivariate Approach” Quantitative Finance 9, 855-868.
Ñíguez, T.M., Perote, J. y Rubia, A. (2009) “Forecasting the Unconditional and Conditional Kurtosis of the Asset Returns Distribution”. In Economic Forecasting (A. T. Molnar ed.), 229-248. Nova Science Publishers Inc., New York.
Neugebauer, T. Perote, J. Schmidt, U. y Loos, M. (2009) “Self-Biased Conditional Cooperation: On the Decline of Contributions in Repeated Public Goods Experiments”. Journal of Economic Psychology 30, 52-60.
Neugebauer, T. y Perote, J. 2008. “Bidding ‘as if’ Risk Neutral in Experimental First Price Auctions without Information Feedback”. Experimental Economics 11, 190-202.
Del Brío, E.B. y Perote, J. (2008) “Forecasting Crashes: Does Specification Matter?”. Applied Econometrics and International Development 8, 53-58.
Del Brío, E.B. y Perote, J. (2007) “What Enhances Insider Trading Profitability?” Atlantic Economic Journal 35, 173-188.
Del Brio, E.B. Maia E. y Perote, J. (2006) “Corporate Governance Mechanisms and their Impact on the Managerial Value”. Corporate Ownership and Control 4, 25-36.
Fatás, E. Neugebauer, T. y Perote, J. (2006) “Within-Team Competition in the Minimum Effort Coordination Game”. Pacific Economic Review 11, 247-266.
Del Brio, E.B. y Perote, J. (2006) “Positive Definiteness of Multivariate Densities Based on Hermite Polynomials”. International Advances in Economic Research 12, 425.
Perote, J. y Perote-Peña, J. (2004) “Strategy-Proof Estimators for Simple Regression”. Mathematical Social Sciences 47, 153-177.
Perote, J. (2004) “The Multivariate Edgeworth-Sargan Density”. Spanish Economic Review 6, 77-96.
Ñíguez, T.M. y Perote, J. (2004) “Forecasting the Density of Assets Returns”. LSE Econometrics Papers 479, 1-26.
Del Brio, E.B. y Perote, J. (2003) “Measuring Portfolio’s VaR under the Edgeworth-Sargan Distribution”. Finance Letters 1, 90-96.
Perote-Peña, J. y Perote, J. (2003) “The Imposibility of Strategy-Proof Clustering”. Economics Bulletin 4, 1-9.
Perote, J. (2003) “Value at Risk of Non-Normal Portfolios”. Spanish Review of Finance and Accounting 115, 290-310.
Del Brio, E.B., Perote, J. y Pindado, J. (2003) “Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience”. Journal of Business Finance and Accounting 30, 715-747.
Del Brio, E.B., Miguel, A. y Perote, J. (2002) “An Investigation of Insider Trading Profits in the Spanish Stock Market”. Quarterly Review of Economics and Finance 42, 73-94.
Del Brio, E.B. y Perote, J. (2000) “Análisis de la Distribución Subyacente del Índice General de la Bolsa de Madrid”. Revista Europea de Dirección y Economía de la Empresa 9, 123-137.
Mauleon, I. y Perote, J. (2000) “Testing Densities with Financial Data: An Empirical Comparison of the Edgeworth-Sargan Density to the Student’s t”. European Journal of Finance 6, 225-239.