Market risk valuation modeling for the European countries at the financial crisis of 2008
Year of publication: |
2012
|
---|---|
Authors: | Shcherba, Alexandr |
Published in: |
Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 27.2012, 3, p. 20-35
|
Publisher: |
Publishing House "SINERGIA PRESS" |
Subject: | VaR | APARCH | market risk | financial crisis 2008 |
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