Angelidis, Timotheos.

Econometric modeling of value-at-risk / Timotheos Angelidis and Stavros Degiannakis. - New York : Nova Science Publishers, c2009. - vi, 83 p. : ill. ; 23 cm. - Financial institutions and services series .

Fakulti Keusahawanan & Perniagaan.

Includes bibliographical references and index.

1607410400 9781607410409


Risk management--Econometric models.
Value--Econometric models.