Open AccessMULTIVARIATE VAR: A ROMANIAN MARKET STUDY
Author(s) -
Andrei Rusu
Publication year - 2020
Publication title -
the review of finance and banking
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2067-2713
pISSN - 2067-3825
DOI - 10.24818/rfb.20.12.01.06
Subject(s) - value at risk , multivariate statistics , econometrics , portfolio , autoregressive conditional heteroskedasticity , stock exchange , market risk , vector autoregression , sample (material) , order (exchange) , economics , financial economics , actuarial science , computer science , statistics , risk management , mathematics , finance , volatility (finance) , chemistry , chromatography
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