Open AccessDistribution-Adjusted Risk Estimates: An Application to Domestic Assets Investment Portfolios.
Author(s) -
Francisco Javier Reyes Zárate,
AUTHOR_ID,
Iván León López
Publication year - 2021
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2021v11n2/reyes
Subject(s) - economics , autoregressive conditional heteroskedasticity , econometrics , welfare economics , humanities , volatility (finance) , philosophy