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Teoria dos valores extremos adequa-se ao Ibovespa na crise de 2008?
Caritá, Fernando
;
Cardoso, Nilton
;
Rosal, João Mauricio
; …
-
2015
Persistent link: https://www.econbiz.de/10011344619
Saved in:
2
Aplicando a teoria do valor extremo ao cálculo de risco de índices setoriais da B3
Bressan, Rafael Felipe
;
Souza, Daniel Augusto
; …
- In:
Revista brasileira de economia de empresas
21
(
2021
)
1
,
pp. 65-86
Persistent link: https://www.econbiz.de/10013552584
Saved in:
3
Previsão de
value-at-risk
para o mercado de criptomoedas usando modelos EGARCH com regimes markovianos
Marschner, Paulo Fernando
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
3
,
pp. 80-107
Persistent link: https://www.econbiz.de/10012306256
Saved in:
4
Testes para avaliação das previsões do
value-at-risk
e expected shortfall
Lincovil, Jaime Enrique
;
Chiann, Chang
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
4
,
pp. 56-76
Persistent link: https://www.econbiz.de/10012221533
Saved in:
5
Controlando o pânico
Morita, Rubens Hossamu
;
De-Losso, Rodrigo
;
Pires, …
- In:
Economia aplicada : EA
12
(
2008
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10003744832
Saved in:
6
Previsão de
value-at-risk
e expected shortfall para mercados emergentes usando modelos FIGARCH
Moraes, Alex Sandro Monteiro de
;
Pinto, Antônio Carlos …
- In:
Revista Brasileira de Finanças : RBFin
13
(
2015
)
3
,
pp. 394-437
Persistent link: https://www.econbiz.de/10011585622
Saved in:
7
Modelos VaRs e a nova fórmula da exigência de capital da carteira trading : uma análise no mercado brasileiro
Vieira, Cleysson Ribeiro
;
Silva Filho, Osvaldo Candido da
- In:
Pesquisa e planejamento econômico : PPE
42
(
2012
)
1
,
pp. 137-183
Persistent link: https://www.econbiz.de/10012061895
Saved in:
8
Risco de Perda Adicional, Teoria dos Valores Extremos e Gestão do Risco: Aplicação ao Mercado Financeiro Português
Monteiro, João
;
Silva, Pedro Marques
-
Departamento de Gestão e Economia, Universidade da …
-
2002
condicional para a metodologia
Value-at-Risk
(VaR), designada de abordagem VaR-X condicional que, orientada para captar a variação …
Persistent link: https://www.econbiz.de/10005018108
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