BRENDA
CASTILLO BRAIS
Chercheuse dans le période 2017-2022
JUAN
MORA LOPEZ
CATEDRATICO/A DE UNIVERSIDAD
Publications dans lesquelles il/elle collabore avec JUAN MORA LOPEZ (2)
2023
-
Efficiency gains in value-at-risk and expected shortfall estimation by using copulas and full maximum likelihood
Communications in Statistics: Simulation and Computation
2022
-
Estimating Value-at-Risk and Expected Shortfall: Do Polynomial Expansions Outperform Parametric Densities?
Mathematics, Vol. 10, Núm. 22