framework usedwas GARCH(1,1) VaR models to predict conditional variance and measure risk for longand short positions. Forecasts … out of the sample of the type VaR were made for the risk of the market for one month ahead (a step forward). The estimated … if themarketing agent was in long or short position the risk measured was 3.22%. …

elaborated the cash flows andcalculated some financial indicators (under deterministic and risk conditions), as the netpresent … of risk. …

biotechnology in Brazil. This study presents two epidemic models of technology diffusion: exponential (central source) and logistic …