Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/357461
Type: Artigo
Title: Value-at-risk performance in emerging and developed countries
Author: Gaio, Luiz Eduardo
Pimenta Júnior, Tabajara
Lima, Fabiano Guasti
Passos, Ivan Carlin
Stefanelli, Nelson Oliveira
Abstract: The purpose of this paper is to evaluate the predictive capacity of market risk estimation models in times of financial crises. Design/methodology/approach: For this, value-at-risk (VaR) valuation models applied to the daily returns of portfolios composed
Subject: Redes neurais (Computação)
Neural networks (Computer science)
Country: Reino Unido
Editor: Emerald
Rights: Fechado
Identifier DOI: 10.1108/IJMF-10-2017-0244
Address: https://www.emerald.com/insight/content/doi/10.1108/IJMF-10-2017-0244/full/html
Date Issue: 2018
Appears in Collections:FCA - Artigos e Outros Documentos

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