GARCH models in value at risk estimation: empirical...

Economic Research-Ekonomska Istraživanja 2017 / 01 Vol. 30; Iss. 1

GARCH models in value at risk estimation: empirical evidence from the Montenegrin stock exchange

Smolović, Julija Cerović, Lipovina-Božović, Milena, Vujošević, Saša
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Volume:
30
Language:
english
Journal:
Economic Research-Ekonomska Istraživanja
DOI:
10.1080/1331677X.2017.1305773
Date:
January, 2017
File:
PDF, 1.71 MB
english, 2017
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