Analysis of Value at risk in crisis and stability: Case of Mexico and Argentine
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. The type...
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| Formato: | Artículo |
| Lenguaje: | spa |
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Facultad de Contaduría Pública y Administración
2008
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| Acceso en línea: | https://revistainnovaciones.uanl.mx/index.php/revin/article/view/207 |