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About this Economics, Econometrics and Finance article
Value at risk (VaR) analysis for fat tails and long memory in returns by Günay, Samet is a Economics, Econometrics and Finance article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Economics, Econometrics and Finance.
- Author
- Günay, Samet
- Publisher
- Springer-Verlag; Springer International Publishing AG; İstanbul: EBES; EBES Aras. Dan Egt. Yayin ve Org (Eurasia Business and Economics Society); Springer Science and Business Media LLC (ISSN 1309-4297)
- Published
- 2017
- Language
- EN
- Field
- Economics, Econometrics and Finance (Social Sciences)