Applicability Of Value At Risk On Romanian Capital Market
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References listed on IDEAS
- Saita, Francesco, 2007. "Value at Risk and Bank Capital Management," Elsevier Monographs, Elsevier, edition 1, number 9780123694669.
- Ender Su & Thomas W. Knowles, 2006. "Asian Pacific Stock Market Volatility Modeling and Value at Risk Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 42(2), pages 18-62, April.
- Simon Benninga, 2008. "Financial Modeling, 3rd Edition," MIT Press Books, The MIT Press, edition 3, volume 1, number 0262026287, December.
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Keywords
Value at Risk; stock portfolio; Monte Carlo method; historical method; variance-covariance method;All these keywords.
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