|
|
|
|
González‑Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2022) Market and model risks: a feasible joint estimate methodology.
|
1.49 |
80 |
27 |
|
|
|
González-Sánchez, Mariano, Ibáñez Jiménez, Eva M. y Segovia San Juan, Ana I. . (2021) Market and Liquidity Risks Using Transaction-by-Transaction Information.
|
1.43 |
67 |
12 |
|
|
|
González-Sánchez, Mariano . (2022) Term Structure of Risk Factor Premiums Used for Pricing Asset: Emerging vs. Developed Markets.
|
1.43 |
51 |
17 |
|
|
|
Benito Muela, Sonia, López Martín, Carmen y Arguedas-Sanz, Raquel . (2017) An application of extreme value theory in estimating liquidity risk.
|
1.25 |
55 |
11 |
|
|
|
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.
|
1.20 |
104 |
39 |
|
|
|
Schädler, Tobias. Dynamic Instabilities Induced by Irrational Behavior in Financial Markets: Causes and Consequences for Risk Assessment . 2021. Universidad Nacional de Educación a Distancia (España). Escuela Internacional de Doctorado. Programa de Doctorado en Economía y Empresa
|
1.12 |
348 |
311 |
|
|
|
Navarro Cervantes, María Ángeles. Quantification of market risk in the context of conditional extreme value theory . 2023. Universidad Nacional de Educación a Distancia (España). Escuela Internacional de Doctorado. Programa de Doctorado en Economía y Empresa
|
1.12 |
155 |
34 |
|
|
|
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
|
1.03 |
788 |
3506 |
|
|
|
González-Sánchez, Mariano . (2022) Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor.
|
1.00 |
51 |
34 |
|
|
|
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.
|
0.98 |
96 |
38 |
|
|
|
Cuesta-González, Marta de la y Morales-García, Manuel . (2022) Does finance as usual work for circular economy transition? A financiers and SMEs qualitative approach.
|
0.84 |
50 |
61 |
|
|
|
Olza Tapiz, Marcos Javier. (2015). Aproximacion a FX y Productos Quanto en el Marco Black-Scholes Master Thesis, Universidad Nacional de Educación a Distancia (España). Facultad de Ciencias
|
0.82 |
901 |
683 |
|
|
|
González-Sánchez, Mariano . (2021) The influence of Google search index on stock markets: an analysis of causality in-mean and variance.
|
0.78 |
29 |
34 |
|
|
|
Heras, Antonio J., Pradier, Pierre-Charles y Teira, David . (2019) What was fair in actuarial fairness?.
|
0.77 |
611 |
439 |
|
|
|
González-Sánchez, Mariano y Nave Pineda, Juan M. . (2023) Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement.
|
0.74 |
55 |
22 |
|
|
|
David Teira . (2020) A Defence of Pharmaceutical Paternalism.
|
0.69 |
518 |
447 |
|
|
|
Galán Gutiérrez, Juan Antonio y Martín-García, Rodrigo . (2021) Cointegration between the structure of copper futures prices and Brexit.
|
0.64 |
38 |
7 |
|
|
|
Galán Gutiérrez, Juan Antonio y Martín García, Rodrigo . (2021) Cointegration between the structure of copper futures prices and Brexit.
|
0.64 |
386 |
166 |
|
|
|
Martínez Raya, Antonio, Segura de la Cal, Alejandro y Rodríguez Oromendía, Ainhoa . (2023) Financialization of Real Estate Assets: A Comprehensive Approach to Investment Portfolios through a Gender-Based Study.
|
0.63 |
32 |
9 |
|
|
|
Gonzalez-Sanchez, Mariano y Rodriguez-Sanchez, Sonia . (2021) Comparative analysis of interest rate term structures in the Solvency II environment.
|
0.63 |
43 |
12 |
|
|
|
López-Martín, Carmen, Arguedas-Sanz, Raquel y Benito Muela, Sonia . (2022) A cryptocurrency empirical study focused on evaluating their distribution functions.
|
0.55 |
90 |
34 |
|
|
|
Atiaga-Franco, Oliva L., Otero, Xose L., Gallego-Picó, Alejandrina, Escobar-Castañeda, Luis A., Bravo Yagüe, Juan Carlos y Carrera-Villacrés, David . (2019) Analysis of total arsenic content in purchased rice from Ecuador.
|
0.47 |
51 |
6 |
|
|
|