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Effects of asset frequency components on value-at-risk in emerging and developed markets
(Sociedade Brasileira de Econometria, 2020)
Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. This paper tests the accuracies of the models that predict the Value-at-Risk (VaR) for the Market Integrated Latin America (MILA) and Association of Southeast Asian Nations (ASEAN) emerging stock markets during ...
Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. This paper tests the accuracies of the models that predict the Value-at-Risk (VaR) for the Market Integrated Latin America (MILA) and Association of Southeast Asian Nations (ASEAN) emerging stock markets during ...
Assessing value-at-risk and expected shortfall predictionsTestes para avaliação das previsões de value-at-risk e expected shortfall
(Lociedade Brasileira de Finanças, 2019)
Functional crop types are more important than diversity for the productivity, profit and risk of crop sequences in the inner Argentinean Pampas
(Elsevier, 2022-02)
CONTEXT: Over the last 250 years, many natural ecosystems in South America, including the Inner Pampas of Argentina, evolved into extremely simplified agroecosystems. In the last 25 years, simplified soybean-based crop ...
Artificial intelligence applied to investment in variable income through the MACD (moving average convergence/divergence) indicator
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. This study aims to determine whether, by means of the application of genetic algorithms (GA) through the traditional technical analysis (TA) using moving average convergence/divergence (MACD), is possible to achieve ...
A fuzzy hybrid decision-making framework for increasing the hospital disaster preparedness: the colombian case
(Elsevier Ltd.United Kingdom, 2022)