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Avtomatika i Telemekhanika, 2003, Issue 7, Pages 87–93 (Mi at1910)  

This article is cited in 2 scientific papers (total in 2 papers)

Risks in Economics and Financing

VaR Modelling on Long Run Horizons

K. Giannopulos

Faculty of Business and Economics, United Arab Emirates University
Full-text PDF (168 kB) Citations (2)
References:
Presented by the member of Editorial Board: A. I. Kibzun

Received: 16.10.2002
English version:
Automation and Remote Control, 2003, Volume 64, Issue 7, Pages 1094–1100
DOI: https://doi.org/10.1023/A:1024782117906
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: K. Giannopulos, “VaR Modelling on Long Run Horizons”, Avtomat. i Telemekh., 2003, no. 7, 87–93; Autom. Remote Control, 64:7 (2003), 1094–1100
Citation in format AMSBIB
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\by K.~Giannopulos
\paper VaR Modelling on Long Run Horizons
\jour Avtomat. i Telemekh.
\yr 2003
\issue 7
\pages 87--93
\mathnet{http://mi.mathnet.ru/at1910}
\zmath{https://zbmath.org/?q=an:1115.91345}
\transl
\jour Autom. Remote Control
\yr 2003
\vol 64
\issue 7
\pages 1094--1100
\crossref{https://doi.org/10.1023/A:1024782117906}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000184616900010}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84904240174}
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  • https://www.mathnet.ru/eng/at1910
  • https://www.mathnet.ru/eng/at/y2003/i7/p87
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Avtomatika i Telemekhanika
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    Abstract page:171
    Full-text PDF :70
    References:32
    First page:2
     
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