VaR Model for Managing Market Risk of Portfolio.
Autor: | Pribadi, Firman, Surwanti, Arni, Shih, Wen-Chung |
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Zdroj: | International Symposia in Economic Theory & Econometrics; 2024, Vol. 33B, p165-172, 8p |
Databáze: | Complementary Index |
Externí odkaz: |