Title Econometric modeling of value-at-risk / Timotheos Angelidis and Stavros Degiannakis.

Publication Info.	New York : Nova Science Publishers, [2009]
	©2009

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Item Status

Description	1 online resource (vi, 83 pages) : illustrations.
Physical Medium	polychrome
Description	text file
Series	Financial institutions and services series
	Financial institutions and services.
Bibliography	Includes bibliographical references and index.
Contents	Value at risk -- Expected shortfall -- VaR and ES modeling -- Liquidity adjusted value-at-risk -- Backtesting value-at-risk.
Local Note	eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject	Risk management -- Econometric models.
	Risk management -- Econometric models.
	Risk management.
	Value -- Econometric models.
	Value.
	Econometric models.
Genre/Form	Electronic books.
Added Author	Degiannakis, Stavros.
Other Form:	Print version: Angelidis, Timotheos. Econometric modeling of value-at-risk. New York : Nova Science Publishers, ©2009 9781607410409 (DLC) 2009006350 (OCoLC)306805219
ISBN	9781613245071 (electronic book)
	1613245076 (electronic book)
	9781607410409
	1607410400