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Year: 2013 Year: 2012 Subject: Backtesting Language: Inglés

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Title: Backtesting var models: an application to Caixa Geral de Depóstitos
Author: Ruivo, Raquel Costa Carvalho
Language: Inglés
Repository: 73
Subject: Backtesting / Historical simulation / Value-at-risk / Caixa Geral de Depósitos / Simulação histórica

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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

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