Exploració per autor "Urbano García, Francisco"
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Comparative analysis between standard risk measurements and behavioral simulations
Urbano García, Francisco (Universitat Politècnica de Catalunya, 2012-01)
Projecte Final de Màster Oficial
Accés obertThis project explores behavioral driven simulations as an alternative to the existing classical methods to calculate the most common risk measurements for financial time series, that is, VaR (value at risk) and Expected ...