Measuring value at risk on emerging stock markets : empirical evidence from Serbian stock exchange
Year of publication: |
2013
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Authors: | Miletić, Mirjana ; Miletić, Siniša |
Published in: |
Facta Universitatis / Series economics and organization / University of Niš. - Niš, ISSN 0354-4699, ZDB-ID 2273814-9. - Vol. 10.2013, 1, p. 25-37
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Subject: | value at risk | BELEX 15 index | GARCH models | backtesting | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Risiko | Risk | Kapitaleinkommen | Capital income |
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