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Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio
| Title: | Assessing the accuracy of delta-normal VaR evaluation for Serbian government bond portfolio | Authors: | Obadovic, Milica D; Petrovic, Evica M; Vunjak, Nenad; Ilic, Mirjana M | Issue Date: | 2016 | Publication: | ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA | ISSN: | 1331-677X Ekonomska istraživanja - Economic Research Search Idenfier |
Type: | Article | Collation: | vol. 29 br. 1 str. 475-484 | DOI: | 10.1080/1331677X.2016.1174391 | WoS-ID: | 000380139300019 | Scopus-ID: | 2-s2.0-85009990581 | URI: | https://enauka.gov.rs/handle/123456789/822331 | Metadata source: | (Preuzeto iz Nasi u WoS) | M-category: | 22M22 |
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