INSTITUTE OF APPLIED MATHEMATICS
  • 2005:
    1. Value At Risk And Garch Models Assessement in Value at Risk Estimation. R. Kan. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Kan2005,
        author        = {Rezzan Kan},
        title         = {Value At Risk And Garch Models Assessement in Value at Risk Estimation},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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