Análisis del VaR en crisis y estabilidad: El caso de México y Argentina (Analysis of Value at risk in crisis and stability: Case of Mexico and Argentine)
Abstract: The present analysis shows the possible effects of the risk to which the economies of Mexico and Argentina are exposed. The article studies the methodology of the VaR using the parametric model of average variance in individual in the type of change of the economies of Mexico and Argentina...
| Autores principales: | , , |
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| Formato: | Artículo |
| Lenguaje: | Spanish / Castilian |
| Publicado: |
Facultad de Contaduría Pública y Administración U.A.N.L.
2008
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| Materias: | |
| Acceso en línea: | http://eprints.uanl.mx/12500/1/A4.pdf |