Coronado Vaca, María
2017-06-15T16:51:10Z
2017-06-15T16:51:10Z
07/09/2001
http://hdl.handle.net/11531/18977
Capítulos en libros
es-ES
Edizioni La Città del Sole (Nápoles, Italia)
Creative Commons Reconocimiento-NoComercial-SinObraDerivada España
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Libro: Proceedings of the Second Italian-Spanish Conference on Financial Mathematics, Página inicial: 151, Página final: 198
A Comparison of Different Methods for Estimating Value-at-Risk (VaR) under Non-Normality and Non-Linearity: Empirical Evidence for Actual Portfolios
info:eu-repo/semantics/bookPart
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/openAccess