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Testes para avaliação das previsões do value-at-risk e expected shortfall
Lincovil, Jaime Enrique
;
Chiann, Chang
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
4
,
pp. 56-76
Persistent link: https://www.econbiz.de/10012221533
Saved in:
2
Backtesting para o expected shortfall do trading book : uma avaliação das metodologias
Castro, Leonardo Nascimento
;
Candido, Osvaldo
- In:
Revista Brasileira de Finanças : RBFin
16
(
2018
)
1
,
pp. 123-155
Persistent link: https://www.econbiz.de/10012122619
Saved in:
3
Previsão de value-at-risk e expected shortfall para mercados emergentes usando modelos FIGARCH
Moraes, Alex Sandro Monteiro de
;
Pinto, Antônio Carlos …
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
3
,
pp. 394-437
Persistent link: https://www.econbiz.de/10011585622
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4
Teoria dos valores extremos adequa-se ao Ibovespa na crise de 2008?
Caritá, Fernando
;
Cardoso, Nilton
;
Rosal, João Mauricio
; …
-
2015
Persistent link: https://www.econbiz.de/10011344619
Saved in:
5
Controlando o pânico
Morita, Rubens Hossamu
;
De-Losso, Rodrigo
;
Pires, …
- In:
Economia aplicada : EA
12
(
2008
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10003744832
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