ORCID
Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica (IMECC) (Institutional affiliation from the last research proposal) Birthplace: Brazil
Vécio Alves Packer in research grants and scholarships supported by FAPESP.
| News published in Agência FAPESP Newsletter about the researcher |
| More itemsLess items |
| TITULO |
| Articles published in other media outlets ( ): |
| More itemsLess items |
| VEICULO: TITULO (DATA) |
| VEICULO: TITULO (DATA) |
The most important statistical measures for allocating risk capital to financial instruments are the Value at Risk (VaR) and the Expected Shortfall (ES). In the statistical and econometric literature various methods have been proposed for estimating VaR and ES, with greater emphasis on the one-day horizon. The aim of this project is to familiarize the grantee with some methods for calcula…
| 1 / 1 | Completed scholarships in Brazil |
| Associated processes | |