Search Results (All Fields:"risks", Keywords:"Economía", Author:"López-Martín, Carmen")

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López Martín, Carmen. 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 . 2015. Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias Económicas y Empresariales. Departamento de Economía Aplicada y Gestión Pública  6.18 779 3501
Benito Muela, Sonia, López Martín, Carmen y Arguedas-Sanz, Raquel . (2017) An application of extreme value theory in estimating liquidity risk.  4.93 49 8
Benito Muela, Sonia, López Martin, Carmen y Arguedas-Sanz, Raquel . (2023) A comparison of market risk measures from a twofold perspective: accurate and loss function.  4.82 92 32
Ramos-García, Daniel, López-Martín, Carmen y Arguedas-Sanz, Raquel . (2023) Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index.  4.42 88 30
López-Martín, Carmen, Arguedas-Sanz, Raquel y Benito Muela, Sonia . (2022) A cryptocurrency empirical study focused on evaluating their distribution functions.  4.12 82 28
Rico-Peña, Juan Jesús, Arguedas-Sanz, Raquel y López-Martín, Carmen . (2023) Models used to characterise blockchain features. A systematic literature review and bibliometric analysis.  4.07 111 25