ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Universitaria Publishing House
2011-11-01
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Series: | Finanţe: Provocările viitorului |
Online Access: | http://www.financejournal.ro/fisiere/revista/1527058617013-05.pdf |
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author | Ioan TRENCA Simona MUTU Eva DEZSI |
author_facet | Ioan TRENCA Simona MUTU Eva DEZSI |
author_sort | Ioan TRENCA |
collection | DOAJ |
first_indexed | 2024-12-19T12:42:58Z |
format | Article |
id | doaj.art-621b19c129e0446cba68805a51a67cba |
institution | Directory Open Access Journal |
issn | 1583-3712 1583-3712 |
language | English |
last_indexed | 2024-12-19T12:42:58Z |
publishDate | 2011-11-01 |
publisher | Universitaria Publishing House |
record_format | Article |
series | Finanţe: Provocările viitorului |
spelling | doaj.art-621b19c129e0446cba68805a51a67cba2022-12-21T20:20:54ZengUniversitaria Publishing HouseFinanţe: Provocările viitorului1583-37121583-37122011-11-011133243ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKSIoan TRENCA0Simona MUTU1Eva DEZSI2“Babeş-Bolyai” University, Cluj Napoca“Babeş-Bolyai” University, Cluj Napoca“Babeş-Bolyai” University, Cluj Napocahttp://www.financejournal.ro/fisiere/revista/1527058617013-05.pdf |
spellingShingle | Ioan TRENCA Simona MUTU Eva DEZSI ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS Finanţe: Provocările viitorului |
title | ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS |
title_full | ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS |
title_fullStr | ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS |
title_full_unstemmed | ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS |
title_short | ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS |
title_sort | advantages and limitations of var models used in managing market risk in banks |
url | http://www.financejournal.ro/fisiere/revista/1527058617013-05.pdf |
work_keys_str_mv | AT ioantrenca advantagesandlimitationsofvarmodelsusedinmanagingmarketriskinbanks AT simonamutu advantagesandlimitationsofvarmodelsusedinmanagingmarketriskinbanks AT evadezsi advantagesandlimitationsofvarmodelsusedinmanagingmarketriskinbanks |