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Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios

  • Author
  • Carlos Trucíos
  • Abstract
  • Keywords
  • Forecasting, Value-at-Risk, Expected Shortfall
  • Modality
  • Comunicação oral
  • Subject Area
  • ESTE 2023
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Reference

TRUCíOS, Carlos. Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios. In: ESTE 2023 - Hotel Torres da Cachoeira, 2023. Available in: <https://doity.com.br/anais/este-2023/trabalho/308318>. Available in: 19/12/2024 at 03:54

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