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~institution:"Banco de la Republica de Colombia"
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Expected shortfall
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Riesgo de Mercado
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backtesting
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modelos GARCH
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teoría del valor extremo
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Camargo, Oscar reinaldo Becerra
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Banco de la Republica de Colombia
National Bureau of Economic Research
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Basel Committee on Banking Supervision
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Springer Fachmedien Wiesbaden
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia
Velandia, Luis Fernando Melo
;
Camargo, Oscar reinaldo …
-
Banco de la Republica de Colombia
cuantificar el riesgo de mercado asociado a un activo financiero: el valor en riesgo, VaR y el
Expected
Shortfall
, ES. Los métodos …
Persistent link: https://www.econbiz.de/10005113939
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