Statistics for Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model
Total visits
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| Estimating the Value at Risk of a bank’s portfolio in sovereign bonds using a DCC-Copula model | 4785 |
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| September 2025 | 0 |
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| Working paper Red Investigadores de Economía No. 75 | 240 |
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