Econometric modeling of value-at-risk

Author(s)

• Angelidis, Timotheos
• Degiannakis, Stavros

Bibliographic Information

Econometric modeling of value-at-risk

Timotheos Angelidis and Stavros Degiannakis

（Financial institutions and services）

Nova Science Publishers, c2009

Note

Includes bibliographical references and index

• NCID: BB08122840
• ISBN:
  • 9781607410409
• LCCN: 2009006350
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: vi, 83 p.
• Size: 23 cm
• Classification:
  • LCC : HD61
  • DC22 : 338.501/5195
• Subject Headings:
  • LCSH : Risk management -- Econometric models
  • LCSH : Value -- Econometric models
• Parent Bibliography ID:
  • BA7268640X