Modelos GARCH multivariados aplicados al cálculo del VaR | Zendy

AI Assistant Blog Pricing

Open Access

Modelos GARCH multivariados aplicados al cálculo del VaR

Author(s) -

Jesús González Escamilla

Publication year - 2022

Language(s) - Uncategorized

Resource type - Dissertations/theses

DOI - 10.24275/uami.r494vk45p

Subject(s) - mathematics , autoregressive conditional heteroskedasticity , statistics , econometrics , volatility (finance)

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Empowering knowledge with every search

About

About Careers Publisher Partners Contact Us

Learn

FAQs Blog Terms of Use Privacy Policy

Discover

Explore

Copyright Knowledge E © 2025. All Rights Reserved.