TY  - RPRT
AU  - Abad Romero, Pilar
AU  - Benito Muela, Sonia
PY  - 2005
UR  - https://hdl.handle.net/20.500.14352/56631
AB  - Over the past decade, no other tool in financial risk management has been used as much as Value at Risk (VaR). VaR is an estimate to determine how much a specific portfolio can lose within a given time period at a given confidence level. Nowadays, in...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Value at Risk
KW  - Financial risk
TI  - Using The Nelson and Siegel Model of The term Structure in Value at Risk Estimation
TY  - technical report
VL  - 2005
ER  -