Estimation of VaR by Employing Economic News in GARCH models: Applied on the European Banking Sector Returns - Image 1

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LAP Lambert Academic Publishing Estimation of VaR by Employing Economic News in GARCH models: Applied on the European Banking Sector Returns

Name: Estimation of VaR by Employing Economic News in GARCH models: Applied on the European Banking Sector Returns
Brand: LAP Lambert Academic Publishing
Price: 47.0 GBP
Availability: InStock

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Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3659247723
Category: Books > Subjects
Domain: Amazon UK
Release Date: 31 October 2012
Listed Since: 03 November 2012

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LAP Lambert Academic Publishing Estimation of VaR by Employing Economic News in GARCH models: Applied on the European Banking Sector Returns

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