Risk prediction management and weak form market efficiency in Eurozone financial crisis
Year of publication: |
2013
|
---|---|
Authors: | Righi, Marcelo Brutti ; Ceretta, Paulo Sergio |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 30.2013, C, p. 384-393
|
Publisher: |
Elsevier |
Subject: | Risk management | Value at Risk | Market efficiency | Eurozone financial crisis | Pair Copula Construction |
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