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

Your search

Query: MODELING Subject: Backtesting Language: Inglés

Sort by Score Title Year -

1-2 from 2 results (0.013 seconds)

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
Title: Risk quantification for commodity ETFs: Backtesting value-atrisk and expected shortfall
Author: Del Brio, E. / Mora, A. / Perote, J.
Language: Inglés
Repository: 21
Subject: Value-at-risk / Expected shortfall / Backtesting / Gram-Charlier expansion

Acceder

« Previous 1 Next »