Document Search
Add To My Bookshelf Sign in or Register Save And Annotate
Keywords:

delta-normal sign in to follow this
parametric sign in to follow this
equity sign in to follow this
Serbia sign in to follow this
Categories:

VaR Methods sign in to follow this
--Specific Assets/Strategies sign in to follow this
Half-Life:
Impact:
Discuss This Paper
Sign in to follow this page
Recent Comments
  more
Empirical Investigation and Comparison of Normal and Student-t Linear VaR on the Belgrade Stock Exchange
Company: Sinteza
Company Url: Click here to open
Year Of Publication: 2014
Month Of Publication: June
Resource Link: Click here to open
Pages: 298-302
Download Count: 0
View Count: 1285
Comment Num: 0
Language: English
Source: article
Who Can Read: Free
Date: 6-22-2014
Publisher: Administrator
Summary
We describe theoretical and empirical linear VaR for the cases where the stock portfolio returns and the risk factor returns follow a normal distribution and Student t distribution using Belex 15 data.
This document may be downloaded without charge fro the publisher by clicking the "Buy from Publisher" button (you must be signed in to Gloria-Mundi first).
Author(s)
Terzic, Ivica Sign in to follow this author
Jeremic, Zoran Sign in to follow this author
This document's citation network:
Similar Documents:
Close window
Sign up in one step, no personal information required. Already a Member?



Email:
Repeat Email:
User Name:
Password:
Confirm Password:

Sign Up


Welcome to GloriaMundi!
Thanks for singning up



continue or edit your profile