ANALISIS ECONÓMICO
Département
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Universidad Rey Juan Carlos
Madrid, EspañaPublications en collaboration avec des chercheurs de Universidad Rey Juan Carlos (2)
2013
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A detailed comparison of value at risk estimates
Mathematics and Computers in Simulation, Vol. 94, pp. 258-276
2009
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Accurate of var calculated using empirical models of the term structure
International Journal of Theoretical and Applied Finance, Vol. 12, Núm. 6, pp. 811-832