Risco de Perda Adicional, Teoria dos Valores Extremos e Gestão do Risco: Aplicação ao Mercado Financeiro Português
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- Claudeci Da Silva & Hugo Agudelo Murillo & Joaquim Miguel Couto, 2014. "Early Warning Systems: Análise De Ummodelo Probit De Contágio De Crise Dos Estados Unidos Para O Brasil(2000-2010)," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 110, ANPEC - AssociaÃ§Ã£o Nacional dos Centros de PÃ³s-GraduaÃ§Ã£o em Economia [Brazilian Association of Graduate Programs in Economics].
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KeywordsValue-at-Risk (VaR); Teoria dos Valores Extremos; Riskmetrics; Densidade Caudas;
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