MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS

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Ege Akademik Bakış Dergisi
Volume:8 Issue:2
MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS

MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS

Authors : G Cenk AKKAYA, N Mine TÜKENMEZ, Nilgün KUTAY, Ali KABAKÇI

Pages : 813-821

View : 72 | Download : 13

Publication Date : 2008-10-01

Article Type : Research Paper

Abstract :
Keywords :

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