Forecasting asset portfolio market risk

Forecasting asset portfolio market risk

Bibliographic Details
Main Author: Ñíguez, Trino-Manuel
Other Authors: Fiorentini, Gabriele
Format: Doctoral Thesis
Language:English
Published: 2008
Subjects:
Gestión del riesgo
Carteras de activos financieros
Varianza condicional
Volatilidad
Curtosis
Valor en riesgo
Economía cuantitativa
Fundamentos del Análisis Económico
Online Access:http://hdl.handle.net/10045/3777
Description
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