Arima-Garch models in estimating market risk using value at risk for the WIG20 index
Year of publication: |
2012
|
---|---|
Authors: | Makiel, Kamil |
Published in: |
e-Finanse: Financial Internet Quarterly. - Rzeszów : University of Information Technology and Management, ISSN 1734-039X. - Vol. 8.2012, 2, p. 25-33
|
Publisher: |
Rzeszów : University of Information Technology and Management |
Subject: | VaR | risk | GARCH |
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