Dr Trino-Manuel Niguez
Dr Trino-Manuel Ñíguez is a Reader in Economics at the School of Organisations, Economy and Society, Westminster Business School, University of Westminster. He graduated with a BSc Degree (Hons) in Economics (1997) and a MSc in Quantitative Economics (1999) at the University of Alicante. He was an Erasmus student at the University of Copenhagen in 1999 and a Research Scholar at the London School of Economics in 2003. He completed his PhD in Economics, with Cum Laude, from the University of Alicante in 2004. Dr Ñíguez is a Senior Fellow of the Higher Education Academy (SFHEA). He has held visiting positions at the Bank of Spain, New York University and the University of Alicante. He was a Graduate Teaching Assistant at the London School of Economics from 2003 to 2005 and at the University of Alicante from 1999 to 2003. He also worked for the Spanish government as a professional clarinetist, and obtained a Degree of Teacher of Clarinet from the Superior Conservatory of Music "Oscar Espla" of Alicante in 1994.
Education
2004 PhD in Economics (Cum Laude), University of Alicante
2003-04 Visiting research scholar, London School of Economics
1999 MSc in Quantitative Economics, University of Alicante
1999 Erasmus student, University of Copenhagen
1997 BSc (Hons) in Economics, University of Alicante
Awards
2022 Nominated for the Westminster Learning and Teaching Awards
2017 Students' Union Staff Appreciation Award, University of Westminster
2012 Students' Union Award for Outstanding Teacher, University of Westminster
2004 International Doctor Mention
Dr Ñíguez's research interests are in the areas of econometric theory, financial econometrics, time series econometrics, optimal portfolio choice, and forecasting. He has published his work in Economics Letters, European Journal of Finance, Finance Research Letters, International Journal of Forecasting, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Econometrics, Journal of Forecasting, Journal of Risk Finance, North American Journal of Economics and Finance, Oxford Bulletin of Economics and Statistics, Quantitative Finance, and Spanish Economic Review, among other journals. He currently studies: (1) the importance of higher-order statistical moments and risk attitudes in optimal portfolio choice, with applications to economic modelling and forecasting under high levels of uncertainty, and (2) multivariate semi-nonparametric densities as a feasibly parameterised way to represent conditional volatility and asymmetric correlation, skewness and heavy tails observed in large portfolio asset return distributions