Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
Üst veriTüm öğe kaydını göster
We investigate the relative performance of a wide array of Value at Risk (VaR) models with the daily returns of Turkish (XU100) and Croatian (CROBEX) stock index prior to and during the ongoing financial crisis. In addition to widely used VaR models, we a
DSpace@YASAR by Yasar University Institutional Repository is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 4.0 Unported License..