Arima-Garch models in estimating market risk using value at risk for the WIG20 index
Year of publication: |
2012
|
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Authors: | Makiel, Kamil |
Published in: |
E-Finanse : finansowy kwartalnik internetowy. - Rzeszów : [Verlag nicht ermittelbar], ISSN 1734-039X, ZDB-ID 2631747-3. - Vol. 8.2012, 2, p. 25-33
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Subject: | Marktrisiko | Market risk | Risikomaß | Risk measure | Aktienindex | Stock index | ARCH-Modell | ARCH model | Polen | Poland |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/66733 [Handle] |
Classification: | G10 - General Financial Markets. General ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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