Market Risk in Transition Countries - Value at Risk Approach (Paperback)
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Von Händler/Antiquariat, BuySomeBooks [52360437], Las Vegas, NV, U.S.A.
Paperback. 396 pages. Dimensions: 9.7in. x 7.4in. x 0.8in.When using Value at Risk (VaR) models, created and suited for developed and liquid markets, in developing transition markets practitioners and researchers are often troubled with the same questions: Do the VaR model, developed and tested in the developed and liquid financial markets apply to the volatile and shallow financial markets of transition countries Do the commonly used VaR models adequately capture the market risk of these markets or do they only give a false sense of security This book gives the answers to such questions and represents the first systematic study of risk management issues in transition markets. It gives an unique empirical analysis of all European transition markets, and presents a new method for calculating VaR in volatile transition markets taking into account the main characteristics of these markets (abrupt changes in the volatility regimes, autoregression, heteroskedasticity, asymmetry and fat tails). This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.

Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, The Book Depository [54837791], Gloucester, UK, United Kingdom.
Brand New Book ***** Print on Demand *****.When using Value at Risk (VaR) models, created and suited for developed and liquid markets, in developing transition markets practitioners and researchers are often troubled with the same questions: Do the VaR model, developed and tested in the developed and liquid financial markets apply to the volatile and shallow financial markets of transition countries? Do the commonly used VaR models adequately capture the market risk of these markets or do they only give a false sense of security? This book gives the answers to such questions and represents the first systematic study of risk management issues in transition markets. It gives an unique empirical analysis of all European transition markets, and presents a new method for calculating VaR in volatile transition markets taking into account the main characteristics of these markets (abrupt changes in the volatility regimes, autoregression, heteroskedasticity, asymmetry and fat tails).

Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, super_star_seller.
When using Value at Risk (VaR) models, created and suited for developed and liquid markets, in developing transition markets practitioners and researchers are often troubled with the same questions: Do the VaR model, developed and tested in the developed and liquid financial markets apply to the volatile and shallow financial markets of transition countries? Do the commonly used VaR models adequately capture the market risk of these markets or do they only give a false sense of security? This book gives the answers to such questions and represents the first systematic study of risk management issues in transition markets. It gives an unique empirical analysis of all European transition markets, and presents a new method for calculating VaR in volatile transition markets taking into account the main characteristics of these markets (abrupt changes in the volatility regimes, autoregression, heteroskedasticity, asymmetry and fat tails). Paperback, Label: Solutio Ltd, Solutio Ltd, Produktgruppe: Book, Publiziert: 2010-08-31, Studio: Solutio Ltd.

Von Händler/Antiquariat, THE SAINT BOOKSTORE [51194787], Southport, MSY, United Kingdom.
BRAND NEW PRINT ON DEMAND., Market Risk in Transition Countries - Value at Risk Approach, Sasa Zikovic.

Lieferung aus: Spanien, Normalmente se envía en el plazo de 1-2 días laborable.
Von Händler/Antiquariat, The_Book_Depository_ES.
Tapa blanda, Label: Solutio Ltd, Solutio Ltd, Produktgruppe: Libro, Publiziert: 2010-08-31, Studio: Solutio Ltd.