Publicaciones en las que colabora con RAQUEL ARGUEDAS SANZ (5)

2023

  1. Gestion del riesgo de mercado: métodos avanzados para su cuantificación y control

    UNED - Universidad Nacional de Educación a Distancia

2022

  1. A comparison of market risk measures from a twofold perspective: accurate and loss function

    ACRN Journal of Finance and Risk Perspectives, Vol. 11, Núm. 1, pp. 79-104

  2. A cryptocurrency empirical study focused on evaluating their distribution functions

    International Review of Economics and Finance, Vol. 79, pp. 387-407

2021

  1. Efficiency in cryptocurrency markets: new evidence

    Eurasian Economic Review, Vol. 11, Núm. 3, pp. 403-431

2017

  1. An application of extreme value theory in estimating liquidity risk

    European Research on Management and Business Economics, Vol. 23, Núm. 3, pp. 157-164