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An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange Cover

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An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange

Business Systems Research Journal

Volume 4 (2013): Issue 1 (March 2013)

By: Vesna Bucevska

Open Access

|May 2013

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DOI: https://doi.org/10.2478/bsrj-2013-0005 | Journal eISSN: 1847-9375 | Journal ISSN: 1847-8344

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Language: English

Page range: 49 - 64

Published on: May 14, 2013

Published by: IRENET - Society for Advancing Innovation and Research in Economy

In partnership with: Paradigm Publishing Services

Publication frequency: 2 issues per year

Keywords:

forecasting volatility,

financial crisis,

Related subjects:

Business and economics,

Business management,

Management, organization, corporate governance,

Business management, other,

Mathematics and statistics for economists,

© 2013 Vesna Bucevska, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons License.

Volume 4 (2013): Issue 1 (March 2013)

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