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"Value-at-Risk for country risk ratings."

Michael McAleer, Bernardo da Veiga, Suhejla Hoti (2011)

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DOI: 10.1016/J.MATCOM.2010.06.016

access: closed

type: Journal Article

metadata version: 2020-03-04

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Michael McAleer, Bernardo da Veiga, Suhejla Hoti:
Value-at-Risk for country risk ratings. Math. Comput. Simul. 81(7): 1454-1463 (2011)

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