Sobre o calculo do "value at risk" usando distribuicoes hiperbolicas: uma abordagem alternativa
Document title: Sobre o calculo do "value at risk" usando distribuicoes hiperbolicas: uma abordagem alternativa
Journal: Revista de administracao (Sao Paulo)
Database: CLASE
System number: 000214846
ISSN: 0080-2107
Authors:
Year:
Season: Abr-Jun
Volumen: 36
Number: 2
Pages: 103-116
Country: Brasil
Language: Portugués
Document type: Artículo
Approach: Analítico
Disciplines: Economía
Keyword: Econometría,
Valor en riesgo,
Análisis de riesgo,
Análisis estadístico,
Bolsa de valores
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