Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/76673
Author(s): André David Vale Novais da Rocha Novo
Title: Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models
Issue Date: 2014-11-07
Subject: Economia e gestão
Economics and Business
Scientific areas: Ciências sociais::Economia e gestão
Social sciences::Economics and Business
TID identifier: 201395754
URI: https://repositorio-aberto.up.pt/handle/10216/76673
Document Type: Dissertação
Rights: openAccess
License: https://creativecommons.org/licenses/by-nc/4.0/
Appears in Collections:FEP - Dissertação

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