Open AccessVaR and CVaR Estimates in BRIC’s Oil Sector: A Normal Inverse Gaussian Distribution Approach
Author(s) -
Eduardo Sánchez Ruenes,
José Antonio Núñez Mora,
Martha Beatriz Mota Aragón
Publication year - 2019
Publication title -
economía: teoría y practica/economía: teoría y practica
Language(s) - English
Resource type - Journals
eISSN - 2448-7481
pISSN - 0188-3380
DOI - 10.24275/etypuam/ne/522020/sanchez
Subject(s) - cvar , bric , inverse gaussian distribution , econometrics , economics , gaussian , distribution (mathematics) , inverse , normal distribution , mathematics , statistics , chemistry , mathematical analysis , financial economics , macroeconomics , expected shortfall , geometry , computational chemistry , portfolio , emerging markets