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 2640970-7. - Vol. 18.2011, 2, p. 75-88
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| Subject: | Kapitalanlage | Financial investment | Risiko | Risk | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Rumänien | Romania | Großbritannien | United Kingdom | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10009580376