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Subject: VAR Year: 2020

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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: Análisis econométrico de la paridad del poder de compra en Perú / Econometrical analysis of the purchasing power parity in Peru
Author: Laurente Blanco, Luis Francisco / Machaca Hancco, Froylan
Language: Español
Repository: 15
Subject: Cointegration equations / Long term / VAR / Price index / Cointegracion / Largo plazo / Índice de precios
Title: A relação entre o mercado imobiliário e a desigualdade de rendimentos em Portugal
Author: Dimbulukeni, Suzineide Helena Mwanda
Language: Portugués
Repository: 73
Subject: Mercado imobiliário / Desigualdade de rendimentos / PIB Produto Interno Bruto / VAR / Causalidade à Granger / Função impulso resposta / Real estate market / Income inequality / GDP / Granger causality / Impulse function response / Domínio/Área Científica::Ciências Sociais::Economia e Gestão / C32 / E20 / E25 / E31 / C Mathematical and quantitative methods / E Macroeconomics and monetary economics

Acceder

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