OPAC

A problem has been found

A problem has ocurred in the communication with the server.

Please, try again later. If the problem persists, contact the admin

Home
Repositories
Authors
Document types
Statistics
About

Query

Advanced Search Simple Search

Title

Author

Subject

Year

Refine your Search

Repository

73 (1)

Show More Show Less

Author

Gouveia, Ricardo João da Silva (1)

Show More Show Less

Subject

Backtesting (1)
C Mathematical and quantitative methods (1)
C58 (1)
Domínio/Área Científica::Ciências Sociais::Economia e Gestão (1)
G Financial economics (1)
G32 (1)
Gestão do risco (1)
Modelos de risco (1)
Risk management (1)
Séries temporais (1)

Show More Show Less

Year

2018 (1)
2019 (1)

Show More Show Less

Document Type

Tesis (1)

Show More Show Less

Language

Inglés (1)

Show More Show Less

Your search

Subject: Backtesting Subject: C58 Document Type: Tesis Year: 2019

Sort by Score Title Year -

1-1 from 1 results (0.009 seconds)

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

« Previous 1 Next »

SeDiCI Serivicio de Difusión de la Creación Intelectual

PrEBi Proyecto de Enlace de Bibliotecas

UNLP Universidad Nacional de La Plata

2003-2024 ©. Todos los derechos reservados conforme a la ley 11.723