Portfolio risk analysis using ARCH and GARCH models in the context of the global financial crisis
Year of publication: |
2011
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Authors: | Predescu, Oana Mădălina ; Stancu, Stelian |
Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 18.2011, 2, p. 75-88
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Subject: | Kapitalanlage | Financial investment | Risiko | Risk | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Rumänien | Romania | Großbritannien | United Kingdom | USA | United States |
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