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    • Aplicación de los modelos Garch a la estimacion del VaR de acciones colombianas 

      Ospina-D’Aleman, F. (Federico); Giraldo-Sánchez, D. A. (David Alejandro) (Administrativa, Financiera, Sistemas y ComputaciónEscuela de Ingeniería de Antioquia EIA, 2014-05-13)
      The increased volatility in financial markets over recent decades has led researchers, experts, and regulators to design and develop more sophisticated risk management tools. Value at Risk (VaR) has become the standard ...