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This paper evaluates the performance of several skewed and symmetric distributions in modeling the tail behavior of daily returns and forecasting Value at Risk (VaR). First, we used some goodness of fit tests to analyze which distribution best f[...]texto impreso
Perales, María ; Valenzuela, Pedro L. ; Barakat, Ruben ; Cordero Rodríguez, Yaiza ; Peláez, Mireia ; López, Carmen ; Ruilope, Luis M. ; Santos-Lozano, Alejandro ; Lucia, Alejandro | MDPI | 2020We studied the influence of pregnancy exercise on maternal/offspring cardiometabolic health until delivery and at follow-up. We pooled data from two randomized controlled trials from our group that were performed following the same methodology ([...]
