Modelling the Riskiness in Country Risk Ratings

Modelling the Riskiness in Country Risk Ratings

eBook - 2005
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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.
Publisher: Amsterdam ; Boston : Elsevier, 2005
Edition: 1st ed
ISBN: 9786610633999
6610633991
9780080458380
0080458386
0444518371
9780444518378
Characteristics: 1 online resource (xix, 492 pages)
Additional Contributors: McAleer, Michael

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