Skip to content
VuFind
  • Login
    • English
    • Deutsch
    • Español
    • Français
    • Italiano
Advanced
  • Cite this
  • Text this
  • Email this
  • Print
  • Export Record
    • Export to RefWorks
    • Export to EndNoteWeb
    • Export to EndNote
  • Save to List
  • Permanent link
Cover Image

Saved in:
Bibliographic Details
Main Author: Alfredo Trespalacios Carrasquilla
Format: Artículo científico
Language:es
Published: Universidad del Rosario 2016
Subjects:
Economía y Finanzas
VaR
cobertura
Mercado eléctrico
instrumentos derivados
Online Access:https://www.redalyc.org/articulo.oa?id=509552827003
https://www.redalyc.org/journal/5095/509552827003/
https://www.redalyc.org/journal/5095/509552827003/html/
https://www.redalyc.org/journal/5095/509552827003/509552827003.epub
https://www.redalyc.org/journal/5095/509552827003/movil
http://dx.doi.org/10.12804/revistas.urosario.edu.co/economia/a.5625
Tags: Add Tag
No Tags, Be the first to tag this record!
  • Holdings
  • Description
  • Table of Contents
  • Comments
  • Similar Items
  • Staff View

Internet

https://www.redalyc.org/articulo.oa?id=509552827003
https://www.redalyc.org/journal/5095/509552827003/
https://www.redalyc.org/journal/5095/509552827003/html/
https://www.redalyc.org/journal/5095/509552827003/509552827003.epub
https://www.redalyc.org/journal/5095/509552827003/movil
http://dx.doi.org/10.12804/revistas.urosario.edu.co/economia/a.5625

Similar Items

  • Estrategia de cobertura a través de contratos a plazo en mercados eléctricos
    by: Alfredo Trespalacios Carrasquilla
    Published: (2012)
  • Valor em Risco (VaR) utilizando modelos de previsão de volatilidade: EWMA, GARCH e Volatilidade Estocástica
    by: Fernando Caio Galdi
    Published: (2007)
  • CONSTRUCTING AN OPTIMAL INVESTMENT PORTFOLIO FOR THE BANK OF LITHUANIA
    by: Birutė Galinienė
    Published: (2016)
  • A conditional heteroscedastic VaR approach with alternative distributions
    by: Ramona Serrano Bautista
    Published: (2020)
  • Risk Management and VaR: Comparison of the accuracy of risk measurement for different assets
    by: Marilia Cordeiro Pinheiro
    Published: (2020)

Search Options

  • Search History
  • Advanced Search

Find More

  • Browse the Catalog
  • Browse Alphabetically
  • Explore Channels
  • Course Reserves
  • New Items

Need Help?

  • Search Tips
  • Ask a Librarian
  • FAQs