Biografía:
She holds a degree in Business Administration and Management, specializing in Finance, and a degree in Law from the Universidad de Zaragoza, and a M.Sc. in Banking and Quantitative Finance and a European Ph.D. in Banking and Quantitative Finance from the Universidad Complutense de Madrid. She is currently an assistant professor and researcher in the Financial Economics Area in the Department of Economic Analysis and Finance, Facultad de Ciencias Jurídicas y Sociales –Toledo–, in the Universidad de Castilla-La Mancha. Her fields of study are financial econometrics, quantitative finance, and financial economics. She has done several research works on financial risk measurement and she is currently working on the calculation of the probability unbiased Value at Risk under mixtures of normal distributions, on the forecasting of the Expected Shortfall with nonparametric methods based on expectiles, and in the measurement and forecasting of systemic risk.
She holds a degree in Business Administration and Management, specializing in Finance, and a degree in Law from the Universidad de Zaragoza, and a M.Sc. in Banking and Quantitative Finance and a European Ph.D. in Banking and Quantitative Finance from the Universidad Complutense de Madrid. She is currently an assistant professor and researcher in the Financial Economics Area in the Department of Economic Analysis and Finance, Facultad de Ciencias Jurídicas y Sociales –Toledo–, in the Universidad de Castilla-La Mancha. Her fields of study are financial econometrics, quantitative finance, and financial economics. She has done several research works on financial risk measurement and she is currently working on the calculation of the probability unbiased Value at Risk under mixtures of normal distributions, on the forecasting of the Expected Shortfall with nonparametric methods based on expectiles, and in the measurement and forecasting of systemic risk.
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