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Subject: GARCH Subject: Backtesting

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Title: Análisis comparativo de las metodologías de estimación Semiparamétricas y vía cópulas del valor en riesgo (VAR) en el mercado renta variable colombiano periodo 2008-2016
Author: Alba Suárez, Miguel Antonio / Pineda Rios, Wilmer Dario / Deaza Cháves, Javier
Language: Desconocido
Repository: 40
Subject: Mercado de renta variable / VAR / GARCH / CVAR / Backtesting / Equity market / Credit / Finance system / Financial market / Crédito / Sistema financiero / Mercado financiero

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

Acceder

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