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    Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana: A conditional approach to VaR with multivariate α-stable sub-Gaussian dist... by Serrano-Bautista, Ramona, Mata-Mata, Leovardo

    Published 2018
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  2. 2
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    Valor en Riesgo mediante Simulación Histórica en un entorno de tasas negativas by Monroy Osorio, Alejandro

    Published 2015
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    Valor en Riesgo (VaR) en incertidumbre: Análisis con el método paramétrico y simulaciones con Black & Scholes by Banda-Ortiz, Humberto, Pérez-Sosa, Felipe, Gómez-Hernández, Denise

    Published 2014
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