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http://www.ptolomeo.unam.mx:8080/xmlui/handle/132.248.52.100/5199| Title: | Modelos VARCH Multivariados: Una Aplicación a Portafolios de Índices Accionarios de los Mercados Financieros del TLCAN (2000-2007). |
| Authors: | Reyes Zárate, Francisco Javier |
| Keywords: | Valor en Riesgo, EWMA, GARCH, TARCH, GARCH Multivariado, Administración de riesgos, TLCAN, Backtesting. |
| Issue Date: | 2012 |
| Abstract: | Valor en Riesgo, EWMA, GARCH, TARCH, GARCH Multivariado, Administración de riesgos, TLCAN, Backtesting. |
| URI: | http://132.248.52.100:8080/xmlui/handle/132.248.52.100/5199 |
| Appears in Collections: | Tesis Doctorado 2012 |
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