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
| Visitas | |
|---|---|
| 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 | 11 |
Visitas totales por mes
| Visitas | |
|---|---|
| marzo 2025 | 0 |
| abril 2025 | 0 |
| mayo 2025 | 1 |
| junio 2025 | 0 |
| julio 2025 | 0 |
| agosto 2025 | 0 |
| septiembre 2025 | 0 |
Descargas
| Visitas | |
|---|---|
| LOPEZ_MARTIN_Carmen_Tesis.pdf | 11 |