Sinceramiento de los modelos de valor-en-riesgo incorporando el efecto de la iliquidez de mercado: evidencia en la Bolsa de Valores de Lima

Translated title of the contribution: Sincering of value-at-risk models by incorporating the effect of market illiquidity: evidence on the Lima stock exchange

Silvana Indacochea Jáuregui, Dante Olcese Chirinos

Research output: Contribution to journal › Article in a journal › peer-review

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Economics, Econometrics and Finance