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73 (1)

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Krecmer, Vladimir (1)

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Análise de mercado (1)
Backtesting (1)
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Subject: Backtesting Subject: C32 Language: Inglés

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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

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