VaR based on SMA, EWMA and GARCH(1,1) Volatility models
by Julijana Angelovska
| Publisher: | Unknown |
| Published In: | 08-Dec-2010 |
| ISBN-10: | 3639315332 |
| ISBN-13: | 9783639315332 |
| Binding Type: | Paperback |
| Weight: | 148 gms |
| Pages: | pp. 64, 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam |
The Title "VaR based on SMA, EWMA and GARCH(1,1) Volatility models" is written by Julijana Angelovska. This book was published in the year 0820. The ISBN number 3639315332|9783639315332 is assigned to the Paperback version of this title. This book has total of pp. 64 (Pages). The publisher of this title is Unknown. VaR based on SMA, EWMA and GARCH(1,1) Volatility models is currently Available with us.