Aplicación de la teoría de valores extremos al gerenciamiento del riesgo
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References listed on IDEAS
- Bollerslev, Tim, 1986.
"Generalized autoregressive conditional heteroskedasticity,"
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- Jose Fernandes & Augusto Hasman & Juan Ignacio Pena, 2007.
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- Peña Sánchez de Rivera, Juan Ignacio & Fernandes, Jose L. B. & Hasman, Augusto, 2006. "Risk premium: insights over the threshold," DEE - Working Papers. Business Economics. WB wb062808, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
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- Gonzalo Cortazar & Alejandro Bernales & Diether Beuermann, 2005. "Methodology and Implementation of Value-at-Risk Measures in Emerging Fixed-Income Markets with Infrequent Trading," Finance 0512030, EconWPA.
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- NEP-ALL-2002-07-21 (All new papers)
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