Title of article
Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis
Author/Authors
J. David Cabedo Semper، نويسنده , , Ismael Moya Clemente، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
13
From page
516
To page
528
Keywords
VALUE AT RISK , Financial modelling , factor analysis , ARCH models , risk
Journal title
European Journal of Operational Research
Serial Year
2003
Journal title
European Journal of Operational Research
Record number
214646
Link To Document