Navegação Administração por Autor "Moura, Henrique Rodenbusch de"
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On range value at risk backtesting : a study from expected shortfall procedures
Moura, Henrique Rodenbusch de (2023) [Dissertação]Risk forecasting has played a major role in the risk management process, drawing the attention of financial organizations, regulators, and the academic community over the past decades to develop better tools to measure ...