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73 (5)

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Gouveia, Ricardo João da Silva (1)
Krecmer, Vladimir (1)
Ruivo, Raquel Costa Carvalho (1)
Silva, Pedro Franco (1)
Vieira, Joana Bruno (1)

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Backtesting (5)
Value-at-risk (3)
C Mathematical and quantitative methods (2)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão (2)
G Financial economics (2)
Algoritmo (1)
Análise de mercado (1)
Análise técnica (1)
C32 (1)
C58 (1)

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2012 (3)
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2018 (2)
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2014 (1)

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Repository: 73 Subject: Backtesting Language: Inglés

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Title: Optimization of technical trading rules in forex market using genetic algorithm
Author: Silva, Pedro Franco
Language: Inglés
Repository: 73
Subject: Technical analysis / Genetic algorithm / Efficient market hypothesis / Backtesting / Análise técnica / Algoritmo / Finanças

Acceder
Title: Implied volatility: can we improve VAR models?
Author: Krecmer, Vladimir
Language: Inglés
Repository: 73
Subject: Implied volatility / Stocks / Value-at-risk / Backtesting / Análise de mercado / Cooperação económica / Metodologia VAR -- Vectores autoregressivos / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / C32 / G17 / C Mathematical and quantitative methods / G Financial economics

Acceder
Title: Saddle-point approach: backtesting VaR models in the presence of extreme losses
Author: Gouveia, Ricardo João da Silva
Language: Inglés
Repository: 73
Subject: Backtesting / Value-at-risk / Time series / Risk management / Gestão do risco / Modelos de risco / Séries temporais / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / C58 / G32 / C Mathematical and quantitative methods / G Financial economics

Acceder
Title: Backtesting var models: an application to Caixa Geral de Depóstitos
Author: Ruivo, Raquel Costa Carvalho
Language: Inglés
Repository: 73
Subject: Backtesting / Historical simulation / Value-at-risk / Caixa Geral de Depósitos / Simulação histórica

Acceder
Title: Modeling volatility: an assessment of the value at risk approach
Author: Vieira, Joana Bruno
Language: Inglés
Repository: 73
Subject: Value at risk / Volatility / GARCH / Backtesting

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