Value at risk estimates for Brady bond portfolios
Year of publication: |
2000
|
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Authors: | D'Vari, Ron ; Sosa, Juan C. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 10.2000, 3, p. 7-23
|
Subject: | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Öffentliche Anleihe | Public bond | Umschuldung | Debt restructuring | Schätzung | Estimation | Brasilien | Brazil | Risikomaß | Risk measure |
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