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Empirical comparison of conventional methods and extreme value theory approach in value-at-risk assessment
| Title: | Empirical comparison of conventional methods and extreme value theory approach in value-at-risk assessment | Authors  : | Totić S; Bulajić, Milica V.   ; Vlastelica, Tamara L. |
Issue Date: | 2011 | Publication: | African journal of business management | ISSN: | 1993-8233 African Journal of Business Management Search Idenfier |
Publisher: | [Nairobi] : Academic Journals | Type: | Article | Collation: | vol. 5 br. 33 str. 12810-12818-12818 | DOI: | 10.5897/AJBM11.1265 | WoS-ID: | 000299743600012 | VBS COBISS: | 515051162 | URI: | https://enauka.gov.rs/handle/123456789/150944 https://plus.cobiss.net/cobiss/sr/sr/bib/515051162#izum.si https://rfos.fon.bg.ac.rs/handle/123456789/727 |
Metadata source: | Migracija | M-category: | 22M22 |
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