Analisis del VaR en crisis y estabilidad: El caso de Mexico y Argentina
The present analysis shows the possible effects of the risk to which the economies of Mexico and Argentina are exposed. The article studies the methodology of the VaR using the parametric model of average variance in individual in the type of change of the economies of Mexico and Argentina. The type...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Autónoma de Nuevo León
2008-07-01
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| Series: | Innovaciones de Negocios |
| Subjects: | |
| Online Access: | http://www.web.facpya.uanl.mx/rev_in/Revistas/5.2/A4.pdf |