LES PREVISIONS STATIQUES ET DYNAMIQUES DES VALEURS A RISQUE (VaR) DES ACTIONS DE BANQUE : LE MODELE DE DEPASSEMENTS DE SEUIL (POT) ET LES MODELES DE SCORE AUTOREGRESSIFS GENERALISES (GAS)
Author(s) -
Engin BEKAR
Publication year - 2019
Publication title -
the journal of academic social sciences
Language(s) - French
Resource type - Journals
ISSN - 2148-2489
DOI - 10.29228/asos.36752
Subject(s) - humanities , philosophy , physics
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