publicaciones seleccionadas
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artículo
- Risk Quantification for Commodity ETFs Backtesting Value-At-Risk and Expected Shortfall 2020
- The Kidnapping of Europe High-Order Moments' Transmission Between Developed and Emerging Markets 2017
- Semi-nonparametric VaR Forecasts for Hedge Funds During the Recent Crisis 2014
- VaR Performance During the Subprime and Sovereign Debt Crises an Application to Emerging Markets 2014