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Academic Journal

Regulación y valor en riesgo ; Financial regulation and value at risk

Subjects: Valor en riesgo; Valor en riesgo condicional; BacktestingBogotá

  • Source: Alexander, C. Market Risk Analysis, vol. IV, “Value at Risk Models”, John Wiley & Sons, 2008. ; Artzner, P.; Delbaen, F.; Eber, J.-M.; Heath, D. “Coherent Measures of Risk”, Mathematical

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