- Libros
- SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK
- Libros
- SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK
Sinopsi SAMPLE SIZE, SKEWNESS AND LEVERAGE EFFECTS IN VALUE AT RISK
THE THESIS ANALYZES THE EFFECT THAT THE SAMPLE SIZE, THE ASYMMETRY IN THE DISTRIBUTION OF RETURNS AND THE LEVERAGE IN THEIR VOLATILITY HAVE ON THE ESTIMATION AND FORECASTING OF MARKET RISK IN FINANCIAL ASSETS. THE GOAL IS TO COMPARE THE PERFORMANCE OF A
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