Aplicación de los modelos Garch a la estimacion del VaR de acciones colombianas
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 measure that financial analysts use to measure market risk due to its conceptu...
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| Institution: | Universidad EIA |
|---|---|
| Main Authors: | , |
| Format: | Artículo de revista |
| Language: | Español |
| Published: |
Administrativa, Financiera, Sistemas y Computación
2014-05-13
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| Subjects: | |
| Online Access: | https://repository.eia.edu.co/handle/11190/639 |
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