S. Muela

发表

A Review of the State of the Art in Quantifying Operational Risk

S. Muela, Carmen López-Martín, 2018 .

EVALUATING ASYMMETRIC EFFECT IN SKEWNESS AND KUR- TOSIS OF THE CONDITIONAL DISTRIBUTION OF FINANCIAL*

S. Muela, 2017 .

Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis

S. Muela, M. A. S. Granero, P. A. Romero, 2013 .

The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)

S. Muela, Carmen López-Martín, M. Navarro, 2017 .

Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation

S. Muela, Pilar Abad, 2005 .

A Parametric Model to Estimate Risk in a Fixed Income Portfolio

S. Muela, P. A. Romero, 2006 .

A cryptocurrency empirical study focused on evaluating their distribution functions

S. Muela, Carmen López-Martín, Raquel Arguedas, 2022, International Review of Economics & Finance.

Evaluating asymmetric effect in skewness and kurtosis

S. Muela, 2014 .

Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT)

S. Muela, Carmen López-Martín, M. Navarro, 2018 .

The role of the loss function in value-at-risk comparisons

S. Muela, C. Martín, Pilar Abad, 2015 .