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pro vyhledávání: '"Jose Oliver Q. Suaiso"'
Autor:
Jose Oliver Q. Suaiso, Dennis S. Mapa
Publikováno v:
Philippine Review of Economics. 46(2):91-121
The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR)models to measure market risk. In this paper, two VaR models are considered using the peaks-over-threshold (POT) appr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::37f941551d13809e9d6a9c2f351f0a85
http://pre.econ.upd.edu.ph/index.php/pre/article/view/5/670
http://pre.econ.upd.edu.ph/index.php/pre/article/view/5/670
