Dynamic value at risk estimation for BELEX15

Abstract

Keywords

Data

Language:	English
Year of publishing:	2011
Typology:	1.01 - Original Scientific Article
Organization:	UL FDV - Faculty of Social Sciences
Publisher:	Fakulteta za družbene vede
UDC:	303
COBISS:	30563933
ISSN:	1854-0023
Views:	402
Downloads:	72
Average score:	0 (0 votes)
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Other data

Secondary language:	English
Secondary keywords:	Statistical methods;Models;Risk;
URN:	URN:NBN:SI
Type (COBISS):	Not categorized
Pages:	str. 79-98
Volume:	ǂVol. ǂ8
Issue:	ǂno. ǂ1
Chronology:	2011
ID:	1729185