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Modelling the riskiness in country risk ratings /
Focussing on the rating system of the international country risk guide, this book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations.
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier,
2005.
|
| Edición: | 1st ed. |
| Colección: | Contributions to economic analysis ;
273. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Focussing on the rating system of the international country risk guide, this book analyses various univariate and multivariate risk returns and corresponding symmetric and asymmetric models of conditional volatility, as well as conditional correlations. |
|---|---|
| Notas: | Title from title screen. |
| Descripción Física: | 1 online resource (xix, 492 pages) |
| Bibliografía: | Includes bibliographical references and indexes. |
| ISBN: | 0080458386 9780080458380 6610633991 9786610633999 |