Publicaciones en colaboración con investigadores/as de Universidad Rey Juan Carlos (2)

2013

  1. A detailed comparison of value at risk estimates

    Mathematics and Computers in Simulation, Vol. 94, pp. 258-276

2009

  1. Accurate of var calculated using empirical models of the term structure

    International Journal of Theoretical and Applied Finance, Vol. 12, Núm. 6, pp. 811-832