Portfolio Risk Analysis using ARCH and GARCH Models in the Context of the Global Financial Crisis.
| Autor: | Predescu, Oana Mădălina1 predescuoana85@yahoo.com, Stancu, Stelian1 stelianstancu@yahoo.com |
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| Zdroj: | Theoretical & Applied Economics. Feb2011, Vol. 18 Issue 2, p75-88. 14p. 6 Charts, 3 Graphs. |
| Databáze: | Business Source Ultimate |
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