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Testing value-at-risk models in emerging markets during crises: A case study on South Eastern European countries
| Title: | Testing value-at-risk models in emerging markets during crises: A case study on South Eastern European countries | Authors: | Radivojevic, Nikola; Ćurčić, Nikola   ; Milojkovic, Dragana; Miletic, Vuk |
Issue Date: | 2016 | Publication: | Journal of Risk Model Validation Testing value-at-risk models in emerging markets during crises: A case study on South Eastern European countries |
ISSN: | 1753-9579 Journal of Risk Model Validation Search Idenfier |
Publisher: | Incisive Media Ltd. | Type: | Article | Collation: | vol. 10 br. 2 | DOI: | 10.21314/jrmv.2016.153 | WoS-ID: | 000378790900004 | Scopus-ID: | 2-s2.0-84976891136 | URI: | https://enauka.gov.rs/handle/123456789/249515 http://repository.iep.bg.ac.rs/438/ |
URL: | https://www.risk.net/journal-of-risk-model-validation/volume-10-number-2-june-2016 | Metadata source: | Migracija | M-category: | 23M23 |
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