Medidas de riesgo financiero usando cópulas: teoría y aplicaciones
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Other versions of this item:
- Oscar Becerra & Luis Fernando Melo, 2008. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia 489, Banco de la Republica de Colombia.
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Cited by:
- John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales, 2016. "Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(2), pages 31-47.
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Keywords
; ; ; ; ;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2019-06-24 (Operations Research)
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