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Sonia Benito-Muela
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Citado por
Citado por
Año
Introducción a la economía. Microeconomía
PR Krugman, R Wells
Reverté, 2006
7712006
Introducción a la Microeconomía
P Krugman
771*
A comprehensive review of Value at Risk methodologies
P Abad, S Benito, C López
The Spanish Review of Financial Economics 12 (1), 15-32, 2014
2412014
A detailed comparison of value at risk estimates
P Abad, S Benito
Mathematics and Computers in Simulation 94, 258-276, 2013
1012013
Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying
L Garcia-Jorcano, S Benito
Research in International Business and Finance 54, 101300, 2020
672020
Efficiency in cryptocurrency markets: New evidence
C López-Martín, S Benito Muela, R Arguedas
Eurasian Economic Review 11 (3), 403-431, 2021
412021
The role of the loss function in value-at-risk comparisons
P Abad, SB Muela, CL Martín
The Journal of Risk Model Validation 9 (1), 1, 2015
402015
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
P Abad, S Benito, CL Martín
Journal of Risk, 2016
212016
An application of extreme value theory in estimating liquidity risk
S Benito-Muela, CL Martín, RA Sanz
European Research on Management and Business Economics 23 (3), 157-164, 2017
202017
A factor analysis of volatility across the term structure: the Spanish case
S Benito, A Novales
Rev. Econ. Finan 13, 8-27, 2007
202007
A cryptocurrency empirical study focused on evaluating their distribution functions
C López-Martín, R Arguedas-Sanz, SB Muela
International Review of Economics & Finance 79, 387-407, 2022
82022
Differences in measuring market risk in four subsectors of the digital economy
S Benito, R de Juan, R Gomez, F Mochon
International Journal of Interactive Multimedia and Artificial Intelligence …, 2015
72015
Value at risk in fixed income portfolios: A comparison between empirical models of the term structure
P Abad, S Benito
The Business Review Cambridge 7 (2), 342, 2007
72007
A comprehensive review of Value at Risk methodologies. The Spanish Review of Financial Economics, 12-1 15-32
P Abad, S Benito, C López
Elsevier, 2014
62014
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
SB Muela
Journal of Contemporary Management 4 (3), 67-80, 2015
42015
La influencia de las políticas de responsabilidad social y la pertenencia a redes de cooperación en el capital relacional y estructural de las microempresas
S Benito, P Esteban
El emprendimiento colectivo y la cohesión social, 26, 2010
42010
Accurate of VaR calculated using empirical models of the term structure
P Abad, S Benito
International Journal of Theoretical and Applied Finance 12 (06), 811-832, 2009
4*2009
Using the Nelson and Siegel model of the term structure in value at risk estimation
P Abad, B Sofia
Documentos de Trabajo del ICAE, 2005
42005
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
S Benito, C López-Martín, MÁ Navarro
Risk Management 25 (1), 6, 2023
32023
A review of the state of the art in quantifying operational risk
S Benito, C Lopez-Martin
Journal of Operational Risk 13 (4), 89-129, 2018
32018
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Artículos 1–20