Risco de Perda Adicional, Teoria dos Valores Extremos e Gestão do Risco: Aplicação ao Mercado Financeiro Português
Year of publication: |
2002
|
---|---|
Authors: | Monteiro, João ; Silva, Pedro Marques |
Institutions: | Departamento de Gestão e Economia, Universidade da Beira Interior |
Subject: | Value-at-Risk (VaR) | Teoria dos Valores Extremos | Riskmetrics | Densidade Caudas |
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