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  • Risk Management and VaR: Comparison of the accuracy of risk measurement for different assets
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Risk Management and VaR: Comparison of the accuracy of risk measurement for different assets

Fuente: Redalyc
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Bibliographic Details
Main Author: Marilia Cordeiro Pinheiro
Format: Artículo científico
Language:en
Published: Universidade do Vale do Rio dos Sinos 2020
Subjects:
Administración y Contabilidad
VaR
Non
Semi
Backtesting
Parametric models
Online Access:
Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
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Internet

https://www.redalyc.org/articulo.oa?id=337265148007
https://www.redalyc.org/journal/3372/337265148007/
https://www.redalyc.org/journal/3372/337265148007/html/
https://www.redalyc.org/journal/3372/337265148007/337265148007.epub
https://www.redalyc.org/journal/3372/337265148007/movil

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