Modeling value at risk of financial holding company: time varying vs. traditional models
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
LLC "CPC "Business Perspectives"
2010-03-01
|
| Series: | Banks and Bank Systems |
| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/3039/BBS_en_2010_1_Su.pdf |