Testing popular VaR models in EU new member and candidate states
Year of publication: |
2007
|
---|---|
Authors: | Žiković, Saša |
Published in: |
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. - Rijeka : [Verlag nicht ermittelbar], ISSN 1331-8004, ZDB-ID 1283037-9. - Vol. 25.2007, 2, p. 325-346
|
Subject: | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Bank | ARCH-Modell | ARCH model | EU-Mitgliedschaft | EU membership | Kroatien | Croatia | Türkei | Turkey |
-
Testing Popular VAR Models in EU New Member and Candidate States
Zikovic, Sasa, (2013)
-
Value at risk (VaR) analysis for fat tails and long memory in returns
Günay, Samet, (2017)
-
Beck, Roland, (2012)
- More ...
-
The role of energy in economic growth : the case of Croatia
Vlahinić-Dizdarević, Nela, (2010)
-
Oil consumption and economic growth interdependence in small European countries
Žiković, Saša, (2011)
-
Contemprary economic and business issues : research monograph
Drezgić, Saša, (2021)
- More ...