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1 Ergebnisse
1
The quantum harmonic oscillator expected shortfall model ; ..:
Markovic, Vladimir M
;
Radivojevic, Nikola
;
Ivanovic, Tatjana
..
https://revistas.uchile.cl/index.php/EDE/article/view/73205/75090. , 2023
Link:
https://revistas.uchile.cl/index.php/EDE/article/view/..
RT Journal T1
The quantum harmonic oscillator expected shortfall model ; El modelo de déficit esperado basado en el oscilador armónico cuántico
UL https://suche.suub.uni-bremen.de/peid=base-ftunivchileojs:oai:ojs.pkp.sfu.ca:article_73205&Exemplar=1&LAN=DE A1 Markovic, Vladimir M A1 Radivojevic, Nikola A1 Ivanovic, Tatjana A1 Radisic, Slobodan A1 Novakovic, Nenad PB Departamento de Economía - Facultad de Economía y Negocios, Universidad de Chile. YR 2023 K1 Déficit esperado K1 riesgo de mercado K1 Basilea III K1 retorno accionario K1 S&P K1 Expected Shortfall K1 market risk K1 Basel III standard K1 stock returns K1 S&P index JF https://revistas.uchile.cl/index.php/EDE/article/view/73205/75090 LK http://dx.doi.org/https://revistas.uchile.cl/index.php/EDE/article/view/73205 DO https://revistas.uchile.cl/index.php/EDE/article/view/73205 SF ELIB - SuUB Bremen
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