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~person:"López-Martín, Carmen"
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Risikomaß
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Risk measure
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generalized autoregressive conditional heteroscedasticity (GARCH) model
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skewness generalized t (SGT) distribution
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López-Martín, Carmen
McAleer, Michael
93
Wang, Ruodu
46
Allen, David E.
42
Härdle, Wolfgang
40
Stoja, Evarist
37
Pérez Amaral, Teodosio
32
Fabozzi, Frank J.
31
Hammoudeh, Shawkat
29
Daníelsson, Jón
28
Dowd, Kevin
28
Vanduffel, Steven
28
Polanski, Arnold
27
Vries, Casper G. de
27
Chang, Chia-Lin
26
Powell, Robert
24
Caporin, Massimiliano
23
Righi, Marcelo Brutti
23
Rosazza Gianin, Emanuela
23
Embrechts, Paul
22
Huschens, Stefan
22
Jiménez-Martín, Juan-Ángel
22
Račev, Svetlozar T.
22
Rüschendorf, Ludger
22
Dhaene, Jan
21
Giot, Pierre
20
Kratz, Marie
20
Paolella, Marc S.
20
Wied, Dominik
20
Bernard, Carole
19
Brandtner, Mario
19
Dionne, Georges
19
Stoyanov, Stoyan V.
19
Tsanakas, Andreas
19
Lucas, André
18
Albrecht, Peter
17
Boonen, Tim J.
17
Mao, Tiantian
17
Cai, Jun
16
Chlebus, Marcin
16
Gouriéroux, Christian
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International review of economics & finance : IREF
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Journal of risk
1
Risk management : an international journal
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Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
Benito, Sonia
;
López-Martín, Carmen
;
Navarro, Mª Ángeles
- In:
Risk management : an international journal
25
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10013490818
Saved in:
2
A cryptocurrency empirical study focused on evaluating their distribution functions
López-Martín, Carmen
;
Arguedas-Sanz, Raquel
;
Muela, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 387-407
Persistent link: https://www.econbiz.de/10013345665
Saved in:
3
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
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