Gestão dinâmica do risco de mercado com modelo Cópula-GARCH
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior === The present work aims to analyze the market risk management copula-GARCH model approach efficiency. To that we use data referent to daily prices of North American, German, Australian, Brazilian, Hong Kong and South African markets, cons...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Santa Maria
2017
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| Online Access: | http://repositorio.ufsm.br/handle/1/4625 |