Estadísticas de Measuring market risk though value at risk : the the role of fat-tail and skewness distributions in VaR estimate and loss functions in models comparison

Visitas totales

views
Measuring market risk though value at risk : the the role of fat-tail and skewness distributions in VaR estimate and loss functions in models comparison 10

Visitas totales por mes

views
octubre 2024 0
noviembre 2024 0
diciembre 2024 1
enero 2025 2
febrero 2025 0
marzo 2025 0
abril 2025 0

Visitas de archivo

views
LOPEZ_MARTIN_Carmen_Tesis.pdf 10