BENITO MUELA, SONIA
Publications
- Articles 27
- Books 1
- Book chapters 1
- Conferences 0
- Working papers 0
- Technical reports 0
- Research projects 0
- Supervised theses 2
- Patent or software license 0
A comprehensive review of Value at Risk methodologies
- Abad P
- Benito S
- López C
Spanish Review Of Financial Economics (p. 15-32) - 1/1/2014
Editor: Elsevier Doyma
10.1016/j.srfe.2013.06.001 View at source
- ISSN 21731268
- ISSN/ISBN 1988-8767
Variance reduction technique for calculating value at risk in fixed income portfolios
- Abad P
- Benito S
Sort-Statistics And Operations Research Transactions (p. 21-43) - 1/6/2010
Editor: Institut d'Estadística de Catalunya
- ISSN 16962281
- ISSN/ISBN 1696-2281
- Dialnet
- iMarina
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
- Benito S
- López-Martín C
- Navarro MªÁ
Risk Management - 1/1/2023
Editor: Palgrave Macmillan
10.1057/s41283-022-00106-w View at source
- ISSN 14603799
- ISSN/ISBN 1743-4637
Un modelo de duración trfactorial
- Sonia Benito Muela
Revista de economía financiera (p. 26-46) - 2006
Editor: Fundación Internacional de Formación Financiera
- ISSN/ISBN 1697-9761
Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying
- Garcia-Jorcano L
- Benito S
Research in International Business and Finance - 1/1/2020
Editor: Elsevier Ltd
10.1016/j.ribaf.2020.101300 View at source
- ISSN 02755319
- ISSN/ISBN 0275-5319
A detailed comparison of value at risk estimates
- Abad P
- Benito S
Mathematics And Computers In Simulation (p. 258-276) - 1/8/2013
10.1016/j.matcom.2012.05.011 View at source
- ISSN 03784754
- ISSN/ISBN 0378-4754
A review of the state of the art in quantifying operational risk
- Benito S
- López-Martín C
Journal of Operational Risk (p. 89-129) - 1/1/2018
Editor: Incisive Media Ltd.
10.21314/jop.2018.214 View at source
- ISSN 17446740
- ISSN/ISBN 1755-2710
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
- Abad, P
- Muela, SB
- Lopez-Martin, C
- Granero, MAS
Journal Of Risk (p. 1-28) - 1/1/2016
Editor: Incisive Media Ltd.
10.21314/j0r.2016.332 View at source
- ISSN 14651211
- ISSN/ISBN 1755-2842
A cryptocurrency empirical study focused on evaluating their distribution functions
- López-Martín, C.
- Arguedas-Sanz, R.
- Muela, S.B.
International Review of Economics and Finance (p. 387-407) - 2022
Editor: Elsevier Inc.
10.1016/j.iref.2022.02.021 View at source
- ISSN/ISBN 1059-0560
ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE
- Abad P
- Benito S
International Journal Of Theoretical And Applied Finance (p. 811-832) - 1/9/2009
10.1142/s0219024909005476 View at source
- ISSN 02190249
- ISSN/ISBN 0219-0249
Gestion del riesgo de mercado: métodos avanzados para su cuantificación y control
- Sonia Benito Muela (coord.)
- Carmen López Martín
- Laura Garcia Jorcano
- Raquel Arguedas Sanz
2023
Editor: UNED - Universidad Nacional de Educación a Distancia
- ISSN/ISBN 9788436277203
Role of choice of threshold on the estimation of market risk under the pot method (EVT)
- Sonia Benito Muela
- Carmen López Martín
- Mª Ángeles Navarro
Contributions to risk analysis: risk 2018 (p. 51-59) - 2018
Editor: Fundación MAPFRE
- ISSN/ISBN 978-84-9844-683-8
This researcher has no conferences.
This researcher has no working papers.
This researcher has no technical reports.
This researcher has no research projects.
Factores comunes en los niveles y la volatilidad de los tipos cupón cero de la deuda pública en España
- Sonia Benito Muela
- Alfonso Novales Cinca (dir. tes.)
- Carlos Sebastián Gascón (pres.)
- Teodosio Pérez Amaral (secr.)
- Antonio Aznar Grasa (voc.)
- Vicente Meneu Ferrer (voc.)
- Juan Maria Nave (voc.)
2001
Reading institution: Universidad Complutense de Madrid
Measuring market risk though value at risk: the the role of fat-tail and skewness distributions in VaR estimate and loss functions in models comparison
- Carmen López Martín
- Pilar Abad Romero (dir. tes.)
- Sonia Benito Muela (dir. tes.)
- José María Labeaga Azcona (pres.)
- José María Sarabia Alegría (secr.)
- Alfonso Santiago Novales Cinca (voc.)
2015
Reading institution: UNED. Universidad Nacional de Educación a Distancia
This researcher has no patents or software licenses.
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