Some Results on Foreign Equity Portfolio Risk Backtesting via Lévy Ordinary Copula Model Journal title: Journal of Competitiveness Authors: Aleš Kresta, Tomáš Tichý Subject(s):
ACCURACY IN RISK ESTIMATION BASED ON SIMPLE SMA AND EWMA MODELS: EVIDENCE FROM MACEDONIAN STOCK MARKET Journal title: UTMS Journal of Economics Authors: Julijana Angelovska, Zoran Ivanovski Subject(s):