Backtesting para o Expected Shortfall do Trading Book: avalia????o e an??lise das metodologias

Backtesting para o Expected Shortfall do Trading Book: avalia????o e an??lise das metodologias

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Bibliographic Details
Main Author: Castro, Leonardo Nascimento
Other Authors: Silva Filho, Osvaldo Candido da
Format: Others
Language:Portuguese
Published: Universidade Cat??lica de Bras??lia 2017
Subjects:
Expected Shortfall
Elicitabilidade
Testabilidade
Backtesting
ECONOMIA
Online Access:https://bdtd.ucb.br:8443/jspui/handle/tede/2237

Internet

https://bdtd.ucb.br:8443/jspui/handle/tede/2237

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