%0 Journal Article
%T VAR As a Tool to Assess the Market Risk of Trading Positions of a Commercial Bank
%A Popova, A..
%K vector autoregression, ARIMA model, Value-at-Risk model, Gretlprogram, forecasting, market risk.
%J Scientific Research and Development. Economics
%D 2016
%N 4
%P 6
%I INFRA-M Academic Publishing LLC.