Value-at-Risk for Greek stocks
Timotheos Angelidis; Alexandros Benos
| Year of publication: |
2008
|
|---|---|
| Authors: | Angelidis, Timotheos ; Benos, Alexandros Vassiliou |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ : [Verlag nicht ermittelbar], ISSN 1096-1879, ZDB-ID 1418550-7. - Vol. 12.2008, 1/2, p. 67-104
|
| Subject: | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Griechenland | Greece |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003744221