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Econometric modeling of value-at-risk

Econometric modeling of value-at-risk (Loan 2 times)

Material type
단행본
Personal Author
Angelidis, Timotheos. Degiannakis, Stavros.
Title Statement
Econometric modeling of value-at-risk / Timotheos Angelidis and Stavros Degiannakis.
Publication, Distribution, etc
New York :   Nova Science Publishers,   c2009.  
Physical Medium
vi, 83 p. : ill. ; 23 cm.
Series Statement
Financial institutions and services series
ISBN
9781607410409 (pbk.) 1607410400 (pbk.)
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Risk management -- Econometric models. Value -- Econometric models.
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001 000045658286
005 20110725104534
008 110725s2009 nyua b 001 0 eng d
010 ▼a 2009006350
015 ▼a GBA952342 ▼2 bnb
020 ▼a 9781607410409 (pbk.)
020 ▼a 1607410400 (pbk.)
035 ▼a (KERIS)REF000015215983
040 ▼a DLC ▼c DLC ▼d YDX ▼d BTCTA ▼d YDXCP ▼d UKM ▼d CDX ▼d DLC ▼d 211009
050 0 0 ▼a HD61 ▼b .A54 2009
082 0 0 ▼a 338.501/5195 ▼2 22
084 ▼a 338.5015195 ▼2 DDCK
090 ▼a 338.5015195 ▼b A582e
100 1 ▼a Angelidis, Timotheos.
245 1 0 ▼a Econometric modeling of value-at-risk / ▼c Timotheos Angelidis and Stavros Degiannakis.
260 ▼a New York : ▼b Nova Science Publishers, ▼c c2009.
300 ▼a vi, 83 p. : ▼b ill. ; ▼c 23 cm.
490 1 ▼a Financial institutions and services series
504 ▼a Includes bibliographical references and index.
650 0 ▼a Risk management ▼x Econometric models.
650 0 ▼a Value ▼x Econometric models.
700 1 ▼a Degiannakis, Stavros.
830 0 ▼a Financial institutions and services.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 338.5015195 A582e Accession No. 121211290 Availability In loan Due Date 2023-04-12 Make a Reservation Available for Reserve R Service M

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