Comparison of methods for estimating the uncertainty of value at risk

Gómez-Molina Andrés Camilo, Carlos Quicazán-Moreno, Hernando Vargas-Herrera

Luis E. Arango, Leonardo Bonilla-Mejía, Luz Adriana Flórez, Luis E. Arango

Julián Andrés Parra-Polanía, Constanza Martínez-Ventura