THUMBS UP TO PARAMETRIC MEASURES OF RELATIVE VaR AND CVaR IN INDONESIAN SECTORS.

Autor: Allen, David E.1, Boffey, Raymond R.1, Kramadibrata, Akhmad R.1, Powell, Robert J.1, Singh, Abhay Kumar1
Zdroj: International Journal of Business Studies. Dec2012, Vol. 19 Issue 2, p27-42. 16p. 3 Charts, 3 Graphs.
Databáze: Business Source Ultimate