Performance of Value at Risk models in the midst of the global financial crisis in selected CEE emerging capital markets
Mirjana Miletic and Sinisa Miletic
| Year of publication: |
2015
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|---|---|
| Authors: | Miletic, Mirjana ; Miletic, Sinisa |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 28.2015, 1, p. 132-166
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| Subject: | Value at Risk (VaR) | emerging European Economies | GARCH models | backtesting | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Osteuropa | Eastern Europe | Schwellenländer | Emerging economies | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| 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/10012220692