Testing expected shortfall: an application to emerging market stock indices

Autores:: Cardona E.
Mora-Valencia A.
Velásquez-Gaviria D.

Tipo de recurso:

Fecha de publicación:: 2019

Institución:: Instituto Tecnológico Metropolitano

Repositorio:: Repositorio ITM

Idioma:

id	RepoITM2_8c706df9b33829ad6b51d8e5ac769485
oai_identifier_str	oai:repositorio.itm.edu.co:20.500.12622/3136
network_acronym_str	RepoITM2
network_name_str	Repositorio ITM
repository_id_str
spelling	Cardona E.Mora-Valencia A.Velásquez-Gaviria D.2020-08-28T22:27:36Z2020-08-28T22:27:36Z2019http://hdl.handle.net/20.500.12622/313610.1057/s41283-018-0046-zScopushttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85053488552&doi=10.1057%2fs41283-018-0046-z&partnerID=40&md5=6979ea29e5188abd5a8fa895cde8245cTesting expected shortfall: an application to emerging market stock indicesRisk Managementinfo:eu-repo/semantics/articlehttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_2df8fbb1321153182http://purl.org/coar/access_right/c_14cb20.500.12622/3136oai:dspace-itm.metabuscador.org:20.500.12622/31362021-06-04 13:57:38.225metadata.onlyhttps://dspace-itm.metabuscador.orgRepositorio Instituto Tecnológico Metropolitano de Medellínbdigital@metabiblioteca.com
dc.title.spa.fl_str_mv	Testing expected shortfall: an application to emerging market stock indices
dc.title.alternative.none.fl_str_mv	Risk Management
title	Testing expected shortfall: an application to emerging market stock indices
spellingShingle	Testing expected shortfall: an application to emerging market stock indices
title_short	Testing expected shortfall: an application to emerging market stock indices
title_full	Testing expected shortfall: an application to emerging market stock indices
title_fullStr	Testing expected shortfall: an application to emerging market stock indices
title_full_unstemmed	Testing expected shortfall: an application to emerging market stock indices
title_sort	Testing expected shortfall: an application to emerging market stock indices
dc.creator.fl_str_mv	Cardona E. Mora-Valencia A. Velásquez-Gaviria D.
dc.contributor.author.none.fl_str_mv	Cardona E. Mora-Valencia A. Velásquez-Gaviria D.
publishDate	2019
dc.date.issued.none.fl_str_mv	2019
dc.date.accessioned.none.fl_str_mv	2020-08-28T22:27:36Z
dc.date.available.none.fl_str_mv	2020-08-28T22:27:36Z
dc.type.none.fl_str_mv	info:eu-repo/semantics/article
dc.type.coarversion.fl_str_mv	http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.coar.fl_str_mv	http://purl.org/coar/resource_type/c_2df8fbb1
dc.identifier.uri.none.fl_str_mv	http://hdl.handle.net/20.500.12622/3136
dc.identifier.doi.none.fl_str_mv	10.1057/s41283-018-0046-z
url	http://hdl.handle.net/20.500.12622/3136
identifier_str_mv	10.1057/s41283-018-0046-z
dc.relation.citationissue.spa.fl_str_mv	3
dc.relation.citationvolume.none.fl_str_mv	21
dc.relation.citationstartpage.none.fl_str_mv	153
dc.relation.citationendpage.none.fl_str_mv	182
dc.rights.coar.fl_str_mv	http://purl.org/coar/access_right/c_14cb
rights_invalid_str_mv	http://purl.org/coar/access_right/c_14cb
dc.source.none.fl_str_mv	Scopus
institution	Instituto Tecnológico Metropolitano
dc.source.uri.none.fl_str_mv	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85053488552&doi=10.1057%2fs41283-018-0046-z&partnerID=40&md5=6979ea29e5188abd5a8fa895cde8245c
repository.name.fl_str_mv	Repositorio Instituto Tecnológico Metropolitano de Medellín
repository.mail.fl_str_mv	bdigital@metabiblioteca.com
_version_	1837096914037768192

Testing expected shortfall: an application to emerging market stock indices

Publicaciones similares