Title of article :
Value at risk calculation through ARCH factor methodology: Proposal and comparative analysis
Author/Authors :
J. David Cabedo Semper، نويسنده , , Ismael Moya Clemente، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Keywords :
VALUE AT RISK , Financial modelling , factor analysis , ARCH models , risk
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
