Tese doutoral

  1. Measuring market risk though value at riskthe the role of fat-tail and skewness distributions in VaR estimate and loss functions in models comparison 2015

    UNED. Universidad Nacional de Educación a Distancia

Teses dirixidas (1)

  1. Quantification of market risk in the context of conditional extreme value theory 2023

    UNED. Universidad Nacional de Educación a Distancia

    NAVARRO CERVANTES, MARÍA ÁNGELES