Sonia Benito

Sonia Benito

Universidad Nacional de Educación a Distancia UNED - Madrid / Spain
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4455322
National University of Distance Education
person_outline Sonia Benito's MOST POPULAR ARTICLES
1-) A comprehensive review of Value at Risk methodologiesP Abad, S Benito, C LópezThe Spanish Review of Financial Economics 12 (1), 15-32, 20142122014
2-) A detailed comparison of value at risk estimatesP Abad, S BenitoMathematics and Computers in Simulation 94, 258-276, 2013782013
3-) Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varyingL Garcia-Jorcano, S BenitoResearch in International Business and Finance 54, 101300, 2020332020
4-) Efficiency in cryptocurrency markets: New evidenceC López-Martín, S Benito Muela, R ArguedasEurasian Economic Review 11 (3), 403-431, 2021552021
5-) The role of the loss function in value-at-risk comparisonsP Abad, SB Muela, CL MartínThe Journal of Risk Model Validation 9 (1), 1, 2015412015