References
- Boudoukh Jacob, Richardson Matthew, Whitelaw F. Robert, "The Best of Both Worlds: A hybrid Approach to Calculating Value at Risk", Risk, Vol.11., No. 5., May 1998. p. 64-67.
- Jorion, Philippe, "Value at Risk, The New Benchmark for Managing Financial Risk", 2nd edition, New York, McGraw Hill, 2001.
- Manganelli, Simone and Engle, Robert F., "Value at Risk models in Finance", ECB working paper series, No. 75., Aug 2001.
- Žiković, Saša and Bezić, Heri, "Is historical simulation appropriate for measuring market risk?: A case of countries candidates for EU accession", CEDIMES conference, Ohrid, FYR Macedonia, 23-27 March 2006.
Language: English
Page range: 23 - 33
Published on: Apr 14, 2008
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
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© 2008 Saša Žiković, published by University of Sarajevo
This work is licensed under the Creative Commons License.