• Estimação do Value at Risk via enfoque bayesiano 

      Marques, Felipe Tumenas; http://lattes.cnpq.br/3675095654301312 (Universidade Federal de São Carlos, UFSCar, Programa de Pós-graduação em Estatística, , 26/01/2007)
      The continuous development of new financial instruments brings more and more investment options for market participants. These investment options also bring a bigger necessity to evaluate the risk embedded in these new ...