Valor en riesgo: evaluación del desempeño de diferentes metodologías para 5 países latinoamericanos
Value-at-Risk: evaluation of the behavior of different methodologies for 5 Latin American countries
Valor em risco: avaliação do desempenho de diferentes metodologias para 5 países latino americanos
Julio César Alonsoa,
, Juan Manuel Chavesb
Autor para correspondencia
jcalonso@icesi.edu.co
Autor para correspondencia: Universidad Icesi, Calle 18 N.o 122–135, Cali, Colombia.
Autor para correspondencia: Universidad Icesi, Calle 18 N.o 122–135, Cali, Colombia.
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| 2013 12 | 60 | 16 | 76 |
| 2013 11 | 60 | 24 | 84 |
| 2013 10 | 68 | 14 | 82 |
| 2013 9 | 101 | 30 | 131 |
| 2013 8 | 52 | 18 | 70 |
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