The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest
Data de Publicação: | 2019 |
---|---|
Tipo de documento: | Dissertação |
Título da fonte: | Portal de Dados Abertos da CAPES |
Texto Completo: | https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7635927 |
id |
BRCRIS_bb225791b1315861c9ff1fca4f7020b5 |
---|---|
network_acronym_str |
CAPES |
network_name_str |
Portal de Dados Abertos da CAPES |
dc.title.pt-BR.fl_str_mv |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
title |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
spellingShingle |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest " Expectil. Teoria do valor extremo. Backtesting. GJR-GARCH. Mercado de a¸c˜oes." "Expectil. Extreme value theory (EVT). Backtesting. GJR-Garch. Stock market." |
title_short |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
title_full |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
title_fullStr |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
title_full_unstemmed |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
title_sort |
The Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest |
topic |
" Expectil. Teoria do valor extremo. Backtesting. GJR-GARCH. Mercado de a¸c˜oes." "Expectil. Extreme value theory (EVT). Backtesting. GJR-Garch. Stock market." |
publishDate |
2019 |
format |
masterThesis |
url |
https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7635927 |
author_role |
author |
dc.contributor.advisor1.fl_str_mv |
HUDSON DA SILVA TORRENT |
dc.contributor.advisor1Lattes.fl_str_mv |
http://lattes.cnpq.br/4598353131118655 |
dc.contributor.advisor1orcid.por.fl_str_mv |
https://orcid.org/0000-0002-4760-0404 |
dc.publisher.none.fl_str_mv |
UNIVERSIDADE FEDERAL DO RIO GRANDE DO SUL |
publisher.none.fl_str_mv |
UNIVERSIDADE FEDERAL DO RIO GRANDE DO SUL |
instname_str |
UNIVERSIDADE FEDERAL DO RIO GRANDE DO SUL |
dc.publisher.program.fl_str_mv |
ECONOMIA |
dc.description.course.none.fl_txt_mv |
ECONOMIA |
reponame_str |
Portal de Dados Abertos da CAPES |
collection |
Portal de Dados Abertos da CAPES |
spelling |
CAPESPortal de Dados Abertos da CAPESThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtestThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtestThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtestThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtestThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtestThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtestThe Edge of Expectil: Modelling Expectil with EVT and compare it using comparative backtest" Expectil. Teoria do valor extremo. Backtesting. GJR-GARCH. Mercado de a¸c˜oes."2019masterThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7635927authorHUDSON DA SILVA TORRENThttp://lattes.cnpq.br/4598353131118655https://orcid.org/0000-0002-4760-0404UNIVERSIDADE FEDERAL DO RIO GRANDE DO SULUNIVERSIDADE FEDERAL DO RIO GRANDE DO SULUNIVERSIDADE FEDERAL DO RIO GRANDE DO SULECONOMIAECONOMIAPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES |
_version_ |
1741890901532213248 |