Portfolio risk analysis using ARCH and GARCH models in the context of the global financial crisis
Oana Mădălina Predescu; Stelian Stancu
| Year of publication: |
2011
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| Authors: | Predescu, Oana Mădălina ; Stancu, Stelian |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 26409707. - Vol. 18.2011, 2, p. 75-88
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| Extent: | graph. Darst. |
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| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010081375