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~language:"por"
~subject:"EVT"
~subject:"Value-at-Risk"
~subject:"credit risk"
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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
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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
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