Backtesting VaR under the COVID-19 sudden changes in volatility
Castillo, B., León, A & T. Ñiguez
Finance Research Letters – 2021
Castillo, B., León, A & T. Ñiguez
Finance Research Letters – 2021
León, A & T. Ñiguez
Journal of Risk Finance – 2021
Professor Contractat Doctor
Ph.D. University of Cambridge
email: carlos.cueva@ua.es
Desp.: 10
Ext.: 3223
Professor Titular
Ph.D. Universitat Pompeu Fabra
email: fturino@ua.es
Desp.: 16
Ext.: 3224
Guilló, M.D, & M. Magalhaes
Environment and Development Economics – 2022
Universitat de procedència: University of the Gambia
Any d’admissió: 2017
email: ma89@alu.ua.es
Desp.: 0031PS041
Ext.: 2535
Philipp Strack
24-Oct-2022. 14:30
Seminari Theory-Experimental
Aldo Rustichini
14-Nov-2022. 14:30
Seminari Theory-Experimental
Adam Sanjurjo
10-Oct-2022. 14:30
Seminari Theory-Experimental