Browsing by Author "Indacochea Jáuregui, Silvana"
-
Sinceramiento de los modelos de valor-en-riesgo incorporando el efecto de la iliquidez de mercado: evidencia en la Bolsa de Valores de Lima
(Universidad del Pacífico. Centro de Investigación, 2008)Due to the high volatility and integration of emergent markets, the financial institutions have been obligated to make a more exact estimation of the potential losses in which they can incur as a consequence of negative ...Acceso abierto
