Value-at-risk performance in emerging and developed countries (2018)
- Authors:
- USP affiliated authors: PIMENTA JÚNIOR, TABAJARA - FEARP ; LIMA, FABIANO GUASTI - FEARP ; STEFANELLI, NELSON OLIVEIRA - FEARP
- Unidade: FEARP
- DOI: 10.1108/ijmf-10-2017-0244
- Subjects: VALOR (ECONOMIA); RISCO; REDES NEURAIS
- Keywords: Value-at-risk; Artificial neural networks; ARCH models; Copula functions
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: International Journal of Managerial Finance
- ISSN: 1743-9132
- Volume/Número/Paginação/Ano: v. 14, n. 5, p. 591-612, 2018
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
GAIO, Luiz Eduardo et al. Value-at-risk performance in emerging and developed countries. International Journal of Managerial Finance, v. 14, n. 5, p. 591-612, 2018Tradução . . Disponível em: https://doi.org/10.1108/ijmf-10-2017-0244. Acesso em: 15 maio 2024. -
APA
Gaio, L. E., Pimenta Júnior, T., Lima, F. G., Passos, I. C., & Stefanelli, N. O. (2018). Value-at-risk performance in emerging and developed countries. International Journal of Managerial Finance, 14( 5), 591-612. doi:10.1108/ijmf-10-2017-0244 -
NLM
Gaio LE, Pimenta Júnior T, Lima FG, Passos IC, Stefanelli NO. Value-at-risk performance in emerging and developed countries [Internet]. International Journal of Managerial Finance. 2018 ; 14( 5): 591-612.[citado 2024 maio 15 ] Available from: https://doi.org/10.1108/ijmf-10-2017-0244 -
Vancouver
Gaio LE, Pimenta Júnior T, Lima FG, Passos IC, Stefanelli NO. Value-at-risk performance in emerging and developed countries [Internet]. International Journal of Managerial Finance. 2018 ; 14( 5): 591-612.[citado 2024 maio 15 ] Available from: https://doi.org/10.1108/ijmf-10-2017-0244 - Volatility behaviour of BRIC capital markets in the 2008 international financial crisis
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Informações sobre o DOI: 10.1108/ijmf-10-2017-0244 (Fonte: oaDOI API)
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