Listagem FGV EESP - Escola de Economia de São Paulo por autor "Chun, Liu Yuan"
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Comparativo de metodologias de mensuração de VAR para o mercado financeiro brasileiro
Chun, Liu Yuan
2007Many methodologies to measure market risk have been developed and improved in the last few decades. While some methodologies are non-parametric, others are parametric. Some methodologies are theoretical, while others are ...


