Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com Crisis to the Global Financial Crisis

AuthID
P-009-VRT
1
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Document Type
Article
Year published
2014
Published
in RBGN-REVISTA BRASILEIRA DE GESTAO DE NEGOCIOS, ISSN: 1806-4892
Volume: 16, Issue: 51, Pages: 299-318 (20)
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Publication Identifiers
Scopus: 2-s2.0-84907908150
Wos: WOS:000342554300007
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ISSN: 1806-4892
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