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García Jorcano, Laura

Libros de: García Jorcano, Laura

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  • Sample Size, Skewness and Leverage Effects in Value at Risk and Expected Shortfall Estimation

    Sample Size, Skewness and Leverage Effects in Value at Risk and Expected Shortfall Estimation

    García Jorcano, Laura

    Universidad de Cantabria (2020)

    valoración

    • EAN: 9788481029123
    • Páginas: 158
    • Fecha de edición: 2020

    pvp.15,00 €

    Sin Stock. Posibilidad entre 3 y 7 días

    The thesis analyzes the effect that the sample size, the asymmetry in the distribution of returns and the leverage in their volatility have on the estimation and forecasting of market risk in financial assets. The ...