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Search: subject:"decay factor estimated"
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analysis
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decay factor estimated
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financial crisis
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risk metrics
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ANGHELACHE, Victoria Gabriela
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Romanian Statistical Review Supplement
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Analysis Based on the Risk Metrics Model
ZUGRAVU, Bogdan
;
OANEA, Dumitru Cristian
;
ANGHELACHE, …
- In:
Romanian Statistical Review Supplement
61
(
2013
)
2
,
pp. 145-154
The first aim of this paper is to see if there is some differences regarding the value of
decay
factor
estimated
based …
Persistent link: https://www.econbiz.de/10010859966
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