Comparative analysis of value at risk(VaR) of MSCI-EMI with traditonal time series methods and ANN

• Emre Çevik ^[1] ; Suzan Kantarci Savas ^[1] ; Esin Cumhur Yalçin ^[1]
  1. [1] Kırklareli University

     Kırklareli University

     Turquía

     
• Localización: Financial management ans risk analysis strategies for business sustainability / Joaquín Enríquez-Díaz (ed. lit.), Laura Castro-Santos (ed. lit.), Félix Puime Guillén (ed. lit.), 2021, ISBN 978-1-7998-7635-9, págs. 34-57
• Idioma: inglés
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