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The Spanish Review of Financial Economics A comprehensive review of Value at Risk methodologies
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Article
A comprehensive review of Value at Risk methodologies
Pilar Abada, Sonia Benitob,
Corresponding author
soniabm@cee.uned.es

Corresponding author.
, Carmen Lópezc
a Universidad Rey Juan Carlos and IREA-RFA, Paseo Artilleros s/n, 28032 Madrid, Spain
b Universidad Nacional de Educación a Distancia (UNED), Senda del Rey 11, 28223 Madrid, Spain
c Universidad Nacional de Educación a Distancia (UNED), Spain
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ISSN: 21731268
Original language: English
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