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BENITO MUELA, SONIA

ANALISIS ECONÓMICO / Universidad Nacional de Educación a Distancia

Publications

Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT)

  • Sonia Benito Muela
  • Carmen López Martín
  • Mª Ángeles Navarro

Documentos de Trabajo (ICAE) (p. 1-29) - 2018

Editor: Instituto Complutense de Análisis Económico

  • ISSN/ISBN 2341-2356

A Detailed Comparison of Value at Risk in International Stock Exchanges

  • Pilar Abad Romero
  • Sonia Benito Muela

Documentos de Trabajo FUNCAS (p. 1) - 2009

Editor: Fundación de las Cajas de Ahorros (FUNCAS)

  • ISSN/ISBN 1988-8767

Evaluating asymmetric effect in skewness and kurtosis

  • Sonia Benito Muela

Documentos de Trabajo FUNCAS (p. 1) - 2014

Editor: Fundación de las Cajas de Ahorros (FUNCAS)

  • ISSN/ISBN 1988-8767

Role of the loss function in the VaR comparison

  • Pilar Abad Romero
  • Sonia Benito Muela
  • María del Carmen López Martín

Documentos de Trabajo FUNCAS (p. 1) - 2014

Editor: Fundación de las Cajas de Ahorros (FUNCAS)

  • ISSN/ISBN 1988-8767

A Parametric Model to Estimate Risk in a Fixed Income Portfolio

  • Pilar Abad Romero
  • Sonia Benito Muela

Documentos de Trabajo FUNCAS (p. 1) - 2006

Editor: Fundación de las Cajas de Ahorros (FUNCAS)

  • ISSN/ISBN 1988-8767

Efficiency in cryptocurrency markets: new evidence

  • López-Martín, C.
  • Benito Muela, S.
  • Arguedas, R.

Eurasian Economic Review (p. 403-431) - 2021

Editor: Springer Science and Business Media Deutschland GmbH

10.1007/s40822-021-00182-5 View at source

  • ISSN/ISBN 2147-429X

An application of extreme value theory in estimating liquidity risk

  • Sonia Benito Muela
  • Carmen López Martín
  • Raquel Arguedas Sanz

European Research on Management and Business Economics (p. 157-164) - 2017

Editor: Asociación Española de Dirección y Economía de la Empresa (AEDEM)

10.1016/j.iedeen.2017.05.001 View at source

  • ISSN/ISBN 2444-8834

ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE

  • Abad, Pilar
  • Benito, Sonia;

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

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

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

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.)
... View more Collapse

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.

Last data update: 8/12/23 3:23 AM