Modeling and forecasting risk measures in large portfolios using vine copulas

Program: 
Statistics
Degree: 
Qualification Exam
Event's date: 
Friday, 29 August, 2025 - 09:30
Event's place
Room 226
Author: 
Carlos Alan Vieira do Nascimento

Ph. D in Mathematics

Advisor:

Prof. Dr. Carlos Cesar Trucios Maza

Committee:

Profa. Dra. Verónica Andrea González López

Dr. Omar Muhieddine Franco Abbara