Risk prediction management and weak form market efficiency in Eurozone financial crisis
Marcelo Brutti Righi; Paulo Sergio Ceretta
| Year of publication: |
2013
|
|---|---|
| Authors: | Righi, Marcelo Brutti ; Ceretta, Paulo Sergio |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 30.2013, p. 384-393
|
| Subject: | Risk management | Value at Risk | Market efficiency | Eurozone financial crisis | Pair Copula Construction | Finanzkrise | Financial crisis | Effizienzmarkthypothese | Efficient market hypothesis | Risikomanagement | Eurozone | Euro area | Risikomaß | Risk measure | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | EU-Staaten | EU countries |
| 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://www.econbiz.de/10010461544