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

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:   
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
Keywords:
Value-at-Risk,
GARCH models,
forecasting volatility,
financial crisis,
Macedonia
Related subjects:
Business and economics,
Business management,
Business management, other

© 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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