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Estimation of Market Risk Measures in Mexican Financial Time Series

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Détails bibliographiques
Auteur principal:	Alberto Saavedra Espinosa
Format:	Artículo científico
Langue:	en
Publié:	Instituto Mexicano de Ejecutivos de Finanzas A.C. 2017
Sujets:	Economía y Finanzas GARCH Market Risk Risk Analysis Value at Risk Expected Shortfall
Accès en ligne:	Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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