Evaluating Value at Risk in BIST using Copula Approach

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Copy For Citation

YILDIRIM E., CENGİZ M. A.

International Journal of Sciences : Basic and Applied Research, vol.30, no.5, pp.52-62, 2016 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 30 Issue: 5
• Publication Date: 2016
• Journal Name: International Journal of Sciences : Basic and Applied Research
• Page Numbers: pp.52-62
• Ondokuz Mayıs University Affiliated: Yes