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Empirical estimation and comparison of normal and Student-t linear VaR on the Belgrade Stock Exchange
| Title: | Empirical estimation and comparison of normal and Student-t linear VaR on the Belgrade Stock Exchange | Authors: | Z. Jeremić; I. Terzić   |
Issue Date: | 2014 | Publication: | Sinteza 2014 | Type: | Conference Paper | ISBN: | 978-86-7912-539-2  Search Idenfier |
Collation: | str. 298-302 | DOI: | 10.15308/SInteZa-2014-298-302 | URI: | http://ezaposleni.singidunum.ac.rs/rest/sciNaucniRezultati/oai/record/1/2427 https://enauka.gov.rs/handle/123456789/714251 |
URL: | https://portal.sinteza.singidunum.ac.rs/paper/171 https://portal.sinteza.singidunum.ac.rs/Media/files/2014/298-302.pdf |
Metadata source: | Migrirano iz RIS podataka | M-category: | Mp. category will be shown later |
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