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Carmen López-Martín · Study
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Author
Carmen López-Martín
6 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0001-6520-4950
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Citations
298
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Most cited in this library
A comprehensive review of Value at Risk methodologies
2013 · 177 citations
Efficiency in cryptocurrency markets: new evidence
2021 · 52 citations
The role of the loss function in value-at-risk comparisons
2015 · 25 citations
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
2023 · 20 citations
An application of extreme value theory in estimating liquidity risk
2017 · 19 citations
Works
6 shown
¿Cómo acompañar la inclusión? Elementos de protección y buenas prácticas en programas de inserción sociolaboral
Pedagogia Social Revista Interuniversitaria
·
2023
·
3 authors
·
Open access
5
citations
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT)
Risk Management
·
2023
·
3 authors
·
Open access
20
citations
Efficiency in cryptocurrency markets: new evidence
Eurasian economic review :
·
2021
·
3 authors
·
Open access
52
citations
An application of extreme value theory in estimating liquidity risk
European Research on Management and Business Economics
·
2017
·
3 authors
·
Open access
19
citations
The role of the loss function in value-at-risk comparisons
The Journal of Risk Model Validation
·
2015
·
3 authors
25
citations
A comprehensive review of Value at Risk methodologies
The Spanish Review of Financial Economics
·
2013
·
2 authors
177
citations