1
Descripción:
“... the volatility is constant. For that, the Montecarlo Simulation is assumed and also some econometrics techniques...”
2
Descripción:
“... with the riskMetrics approach and the econometric gArch models. Under the RiskMetrics approach the variance...”
3
Autores Pérez Muñoz, Carolina
Publicado 2013-11-05
Descripción:
“... and econometric analysis of the information obtained through surveys. Although the VC method is not implemented...”Publicado 2013-11-05