Browsing "Faculty of Economics" by Subject Value-at-Risk; GARCH models; forecasting volatility; financial crisis; Macedonia
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| Preview | Title | Author(s) | Issue Date | Type |
|---|---|---|---|---|
 | An empirical evaluation of GARCH models in Value-at-Risk estimation: Evidence from the Macedonian stock exchange | Bucevska, Vesna | 2013 | Article |