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

Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-08-17T14:48:23Z No. of bitstreams: 1 LeonardoNascimentoCastroDissertacao2017.pdf: 1765989 bytes, checksum: fb4cfd563d11e2aa428d7c5af632c835 (MD5) === Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-08-17T14:50:34...

Full description

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

Similar Items

Similar Items