An empirical evaluation of Value-at-Risk: The case of the Belgrade Stock Exchange index - BELEX15
The subject of the research is to test and analyze VaR (Value-at-Risk) methods of market risk management on the financial market of the Republic of Serbia. Thus, concrete research is conducted in the period 2005 - 2011, with the goal of VaR methods performance assessment on the Serbian financial mar...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Economics institute, Belgrade
2012-01-01
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| Series: | Industrija |
| Subjects: | |
| Online Access: | https://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2012/0350-03731201039A.pdf |