ADVANTAGES AND LIMITATIONS OF VAR MODELS USED IN MANAGING MARKET RISK IN BANKS

Bibliographic Details
Main Authors: Ioan TRENCA, Simona MUTU, Eva DEZSI
Format: Article
Language:English
Published: Universitaria Publishing House 2011-11-01
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
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1583-3712
language English
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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