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 |
| DOI: | 10.34626/scac-8v10 |
| TID identifier: | 201395754 |
| URI: | https://hdl.handle.net/10216/76673 |
| Document Type: | Dissertação |
| Rights: | openAccess |
| License: | https://creativecommons.org/licenses/by-nc/4.0/ |
| Appears in Collections: | FEP - Dissertação |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 32777.pdf | Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models | 1.68 MB | Adobe PDF |  View/Open |
This item is licensed under a Creative Commons License
