Accurate of VaR calculated using empirical models of the term structure

von Abad, Pilar
Veröffentlicht in International journal of theoretical and applied finance (2009)

Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis : constant and time-varying

von Garcia-Jorcano, Laura
Veröffentlicht in Research in international business and finance (2020)

A review of the state of the art in quantifying operational risk

von Benito, Sonia
Veröffentlicht in The journal of operational risk (2018)

Evaluating the performance of parametric approach under a skewness distributions

von Abad, Pilar
Veröffentlicht in Investigaciones en seguros y gestión del riesgo: RIESGO 2013 (2013)