INTEREST RATE RISK MANAGEMENT - CALCULATING VALUE AT RISK USING EWMA AND GARCH MODELS
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitaria Publishing House
2009-11-01
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| Series: | Finanţe: Provocările viitorului |
| Online Access: | http://www.financejournal.ro/fisiere/revista/150908522010-06.pdf |