TY  JOUR
TI  VAR As a Tool to Assess the Market Risk of Trading Positions of a Commercial Bank
KW  vector autoregression
KW  ARIMA model
KW  Value-at-Risk model
KW  Gretlprogram
KW  forecasting
KW  market risk.
JO  Scientific Research and Development. Economics
AU  Popova, A..
PY  2016
IS  4
PB  INFRA-M Academic Publishing LLC.