Zeynep ILHAN DALBUDAK, Murat ATAN, Veysel YILMAZ

COMPARISON OF VALUE AT RISK METHODS: APPLICATION OF ISE 30

Journal of Business Economics and Finance

2017-Cilt: 6 - Sayı: 3

254-263

Value at Risk, historical simulation method, variance-covariance (parametric) method, Monte Carlo simulation method, ISE 30

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