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Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index - MaRDI portal

Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index (Q5445878)

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scientific article; zbMATH DE number 5243436
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Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index
scientific article; zbMATH DE number 5243436

    Statements

    title
    Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index (English)
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    author
    Momtchil Pojarliev
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    Wolfgang Polasek
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    publication date
    6 March 2008
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    Identifiers

    zbMATH DE Number
    5243436
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    OpenAlex ID
    W123663123
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