Buscar por Autor Castillo, Brenda
Mostrando resultados 1 a 4 de 4
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Acceso | Vista previa | Fecha de publicación | Título | Autor/es |
| | 18-mar-2021 | Backtesting VaR under the COVID-19 sudden changes in volatility | Castillo, Brenda; León Valle, Ángel M.; Ñíguez, Trino-Manuel |
| | 16-ene-2024 | Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood | Castillo, Brenda; León Valle, Ángel M.; Mora-López, Juan |
| | 18-nov-2022 | Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities? | Castillo, Brenda; León Valle, Ángel M.; Mora-López, Juan |
| | 2022 | Four Essays on Risk Assessment with Financial Econometrics Models | Castillo, Brenda |