| A comprehensive review of Value at Risk methodologies P Abad, S Benito, C López The Spanish Review of Financial Economics 12 (1), 15-32, 2014 | 244 | 2014 |
| A detailed comparison of value at risk estimates P Abad, S Benito Mathematics and Computers in Simulation 94, 258-276, 2013 | 96 | 2013 |
| Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying L Garcia-Jorcano, S Benito Research in International Business and Finance 54, 101300, 2020 | 69 | 2020 |
| The role of the loss function in value-at-risk comparisons P Abad, SB Muela, CL Martín The Journal of Risk Model Validation 9 (1), 1, 2015 | 40 | 2015 |
| Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis P Abad, S Benito, CL Martín Journal of Risk, 2016 | 21 | 2016 |
| An application of extreme value theory in estimating liquidity risk SB Muela, CL Martín, RA Sanz European Research on Management and Business Economics 23 (3), 157-164, 2017 | 20 | 2017 |
| A factor analysis of volatility across the term structure: the Spanish case S Benito, A Novales Cinca Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid, 2005 | 20 | 2005 |
| A cryptocurrency empirical study focused on evaluating their distribution functions C López-Martín, R Arguedas-Sanz, SB Muela International Review of Economics & Finance 79, 387-407, 2022 | 9 | 2022 |
| Differences in measuring market risk in four subsectors of the digital economy S Benito, R de Juan, R Gomez, F Mochon International Journal of Interactive Multimedia and Artificial Intelligence …, 2015 | 7 | 2015 |
| A comprehensive review of value at risk methodologies PA Romero, SB Muela, CL Martin Documentos De Trabajo 711 (1), 2013 | 7 | 2013 |
| Value at risk in fixed income portfolios: A comparison between empirical models of the term structure P Abad, S Benito The Business Review Cambridge 7 (2), 342, 2007 | 7 | 2007 |
| A comprehensive review of Value at Risk methodologies. The Spanish Review of Financial Economics, 12-1 15-32 P Abad, S Benito, C López Elsevier, 2014 | 6 | 2014 |
| A detailed comparison of value at risk in international stock exchanges PA Romero, SB Muela A Detailed Comparison of Value at Risk in International Stock Exchanges 452, 1, 2009 | 6 | 2009 |
| Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR SB Muela Journal of Contemporary Management 4 (3), 67-80, 2015 | 4 | 2015 |
| La influencia de las políticas de responsabilidad social y la pertenencia a redes de cooperación en el capital relacional y estructural de las microempresas S Benito, P Esteban El emprendimiento colectivo y la cohesión social, 26, 2010 | 4 | 2010 |
| Using the Nelson and Siegel model of the term structure in value at risk estimation P Abad, B Sofia Documentos de Trabajo del ICAE, 2005 | 4 | 2005 |
| Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT) S Benito, C López-Martín, MÁ Navarro Risk Management 25 (1), 6, 2023 | 3 | 2023 |
| A review of the state of the art in quantifying operational risk S Benito, C Lopez-Martin Journal of Operational Risk 13 (4), 89-129, 2018 | 3 | 2018 |
| Role of the loss function in the VaR comparison PA Romero, SB Muela, CL Martin Documentos de Trabajo FUNCAS 756 (1), 2014 | 3 | 2014 |
| Análisis factorial del mercado español de deuda pública S Benito Documento de Trabajo 401, 2004 | 3 | 2004 |
