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Bibliographic Details
Main Author: Ramona Serrano Bautista
Format: Artículo científico
Language:es
Published: Instituto Mexicano de Ejecutivos de Finanzas A.C. 2018
Subjects:
Economía y Finanzas
GARCH
estable
Distribución estable
Valor en Riesgo (VaR)
Modelo heterocedástico condicional α
Online Access:https://www.redalyc.org/articulo.oa?id=423754874001
https://www.redalyc.org/journal/4237/423754874001/
https://www.redalyc.org/journal/4237/423754874001/html/
https://www.redalyc.org/journal/4237/423754874001/423754874001.epub
https://www.redalyc.org/journal/4237/423754874001/movil
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https://www.redalyc.org/articulo.oa?id=423754874001
https://www.redalyc.org/journal/4237/423754874001/
https://www.redalyc.org/journal/4237/423754874001/html/
https://www.redalyc.org/journal/4237/423754874001/423754874001.epub
https://www.redalyc.org/journal/4237/423754874001/movil

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