BRENDA
CASTILLO BRAIS
Researcher in the period 2017-2022
JUAN
MORA LOPEZ
CATEDRATICO/A DE UNIVERSIDAD
Publications by the researcher in collaboration with JUAN MORA LOPEZ (2)
2023
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Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood
Communications in Statistics: Simulation and Computation
2022
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Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
Mathematics, Vol. 10, Núm. 22