• Estimação do Value at Risk via enfoque bayesiano 

      Marques, Felipe Tumenas; http://lattes.cnpq.br/3675095654301312 (Universidade Federal de São CarlosBRUFSCarPrograma de Pós-graduação em Estatística, 2007-01-26)
      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 ...