ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS

Bibliographic Details
Main Authors: Ioan TRENCA, Simona MUTU, Eva DEZSI
Format: Article
Language:English
Published: Universitaria Publishing House 2011-11-01
Series:Finanţe: Provocările viitorului
Online Access:http://www.financejournal.ro/fisiere/revista/1527058617013-05.pdf