MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS

G. Cenk Akkaya; N. Mine Tükenmez; Nilgün Kutay; Ali Kabakçı

TR EN

PAZAR RİSK MODELİ: BİR RİSKE MARUZ DEĞER VE STRES TESTİ UYGULAMASI

Abstract

Details

Primary Language

English

Subjects

-

Journal Section

-

Authors

G. Cenk Akkaya This is me

N. Mine Tükenmez This is me

Nilgün Kutay This is me

Ali Kabakçı This is me

Publication Date

October 1, 2008

Submission Date

October 1, 2008

Acceptance Date

-

Published in Issue

Year 2008 Volume: 8 Number: 2

IZ

https://izlik.org/JA36XK49JR

Cite

RIS / Bibtex

APA

Akkaya, G. C., Tükenmez, N. M., Kutay, N., & Kabakçı, A. (2008). MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS. Ege Academic Review, 8(2), 813-821. https://izlik.org/JA36XK49JR

AMA

1.Akkaya GC, Tükenmez NM, Kutay N, Kabakçı A. MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS. ear. 2008;8(2):813-821. https://izlik.org/JA36XK49JR

Chicago

Akkaya, G. Cenk, N. Mine Tükenmez, Nilgün Kutay, and Ali Kabakçı. 2008. “MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS”. Ege Academic Review 8 (2): 813-21. https://izlik.org/JA36XK49JR.

EndNote

Akkaya GC, Tükenmez NM, Kutay N, Kabakçı A (October 1, 2008) MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS. Ege Academic Review 8 2 813–821.

IEEE

[1]G. C. Akkaya, N. M. Tükenmez, N. Kutay, and A. Kabakçı, “MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS”, ear, vol. 8, no. 2, pp. 813–821, Oct. 2008, [Online]. Available: https://izlik.org/JA36XK49JR

ISNAD

Akkaya, G. Cenk - Tükenmez, N. Mine - Kutay, Nilgün - Kabakçı, Ali. “MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS”. Ege Academic Review 8/2 (October 1, 2008): 813-821. https://izlik.org/JA36XK49JR.

JAMA

1.Akkaya GC, Tükenmez NM, Kutay N, Kabakçı A. MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS. ear. 2008;8:813–821.

MLA

Akkaya, G. Cenk, et al. “MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS”. Ege Academic Review, vol. 8, no. 2, Oct. 2008, pp. 813-21, https://izlik.org/JA36XK49JR.

Vancouver

1.G. Cenk Akkaya, N. Mine Tükenmez, Nilgün Kutay, Ali Kabakçı. MARKET RISK MODELING: AN APPLICATION OF VALUE AT RISK AND STRESS TESTS. ear [Internet]. 2008 Oct. 1;8(2):813-21. Available from: https://izlik.org/JA36XK49JR