Consequences of the Euro introduction on Market Risk: An Econometric Evidence from 1995-2004
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References listed on IDEAS
- R.W.J. van den Goorbergh & P.J.G. Vlaar, 1999.
"Value-at-Risk analysis of stock returns: Historical simulation, varinace techniques or tail index estimation ?,"
WO Research Memoranda (discontinued)
579, Netherlands Central Bank, Research Department.
- R.W.J. van den Goorbergh & P.J.G. Vlaar, 1999. "Value-at-Risk Analysis of Stock Returns Historical Simulation,Variance Techniques or Tail Index Estimation?," DNB Staff Reports (discontinued) 40, Netherlands Central Bank.
More about this item
KeywordsValue at Risk; Euro; Financial Markets;
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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