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dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Belles Sampera, Jaume |
dc.contributor.author | Guillén, Montserrat |
dc.contributor.author | Santolino, Miguel |
dc.date | 2017-02-03T13:15:50Z |
dc.date | 2017-04-30T22:01:23Z |
dc.date | 2016-04 |
dc.date | 2017-02-03T13:15:50Z |
dc.identifier.citation | 0361-0926 |
dc.identifier.citation | 643915 |
dc.identifier.uri | http://hdl.handle.net/2445/106489 |
dc.format | 12 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Taylor and Francis |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1080/03610926.2014.938829 |
dc.relation | Communications in Statistics - Theory and Methods , 2016, vol. 45, num. 6, p. 1670-1681 |
dc.relation | https://doi.org/10.1080/03610926.2014.938829 |
dc.rights | (c) Taylor and Francis, 2016 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Bancs |
dc.subject | Comptabilitat |
dc.subject | Obligacions (Finances) |
dc.subject | Risc (Economia) |
dc.subject | Borsa de valors |
dc.subject | Mercat de futurs |
dc.subject | Banks |
dc.subject | Accounting |
dc.subject | Bonds |
dc.subject | Risk |
dc.subject | Stock-exchange |
dc.subject | Futures market |
dc.title | The use of fexible quantile-based measures in risk assessment |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |