SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK

SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK

Editorial:
Universidad de cantabria
EAN:
9788481029123
Any d'edició:
ISBN:
978-84-8102-912-3
Disponibilitat:
No disponible
Col·lecció:
VARIOS

Descompte:

-5%

Abans:

15,00 €

Després:

14,25 €
IVA inclòs

THE THESIS ANALYZES THE EFFECT THAT THE SAMPLE SIZE, THE ASYMMETRY IN THE DISTRIBUTION OF RETURNS AND THE LEVERAGE IN THEIR VOLATILITY HAVE ON THE ESTIMATION AND FORECASTING OF MARKET RISK IN FINANCIAL ASSETS. THE GOAL IS TO COMPARE THE PERFORMANCE OF A

Universidad de cantabria a Llibreria Etcètera