Riske Maruz Değer Hesaplamasında Alternatif Yaklaşımlar

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BDDK Bankacılık ve Finansal Piyasalar Dergisi
Volume:3 Issue:2
Riske Maruz Değer Hesaplamasında Alternatif Yaklaşımlar

Riske Maruz Değer Hesaplamasında Alternatif Yaklaşımlar

Authors : Mert URAL

Pages : 63-86

View : 39 | Download : 15

Publication Date : 2009-12-01

Article Type : Other Papers

Abstract :
Keywords : Value at Risk, APGARCH, Expected Shortfall, Cornish Fisher Expansion, Backtesting

ORIGINAL ARTICLE URL

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