Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com crisis to the global financial crisis

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Bibliographic Details
Main Author:	Vítor Manue de Sousa Gabriel
Format:	Artículo científico
Language:	en
Published:	Fundação Escola de Comércio Álvares Penteado 2014
Subjects:	Administración y Contabilidad Backtesting Stock markets Value at Risk Extreme value theory Multivariate GARCH models
Online Access:	Acceder al recurso
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