Analysis Based on the Risk Metrics Model
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- Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael, 2011.
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More about this item
Keywordsanalysis; decay factor estimated; risk metrics; financial crisis;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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