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Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com Crisis to the Global Financial Crisis

AuthID
P-009-VRT

Author(s)

de Sousa Gabriel, VMD

Document Type

Article

Year published

2014

Published

in RBGN-REVISTA BRASILEIRA DE GESTAO DE NEGOCIOS, ISSN: 1806-4892

Volume: 16, Issue: 51, Pages: 299-318 (20)

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Wos^®

Scopus^®

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Publication Identifiers

DOI: 10.7819/rbgn.v16i51.1802

Scopus: 2-s2.0-84907908150

Wos: WOS:000342554300007

Source Identifiers

ISSN: 1806-4892

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Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com Crisis to the Global Financial Crisis

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Multivariate Models to Forecast Portfolio Value at Risk: from the Dot-Com Crisis to the Global Financial Crisis

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