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eNauka >  Results >  Procena Vrednosti-pod-Rizikom korišćenjem multivarijacionih GARCH modela
Title : Procena Vrednosti-pod-Rizikom korišćenjem multivarijacionih GARCH modela
Value-at-Risk estimation with multivariate GARCH models
Authors: Nikolić, Nebojša; Manojlović, Vesna
Issue Date: 2010
Publication: Management - časopis za teoriju i praksu menadžmenta
ISSN: 0354-8635 Management Search Idenfier
Publisher: Univerzitet u Beogradu - Fakultet organizacionih nauka, Beograd
Type: Article
Collation: vol. 15 br. 56 str. 53-67
URI: https://rfos.fon.bg.ac.rs/handle/123456789/634
https://enauka.gov.rs/handle/123456789/778825
M-category: 
51M51

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