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

AuthID
P-009-VRT
1
Author(s)
Tipo de Documento
Article
Year published
2014
Publicado
in RBGN-REVISTA BRASILEIRA DE GESTAO DE NEGOCIOS, ISSN: 1806-4892
Volume: 16, Número: 51, Páginas: 299-318 (20)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-84907908150
Wos: WOS:000342554300007
Source Identifiers
ISSN: 1806-4892
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