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en línea
Mathias Mandla Manguzvane and Sibusiso Blessing Ngobese    
The accelerated growth and interconnectedness of financial institutions and movement towards products and activities outside the regulatory purview have been met with huge concerns. South Africa is one of the emerging economies that this conundrum has be... ver más
Revista: International Journal of Financial Studies    Formato: Electrónico

 
en línea
Raúl de Jesús-Gutiérrez,Roberto J. Santillán-Salgado     Pág. 127 - 141
The purpose of this work is to extend McNeil and Frey´s (2000) methodology by combining two component GARCH models and extreme value theory to evaluate the performance of the Value at Risk (VaR) and Expected Shortfall (ES) measures in the Latin American ... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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