Modelling the riskiness in country risk ratings /
Hoti, Suhejla
Modelling the riskiness in country risk ratings / Suhejla Hoti, Michael McAleer - 1st ed. - Amsterdam ; Boston : Elsevier, 2005. - xix, 492 p. : ill. ; 23 cm. - Contributions to economic analysis, 273. .
Includes bibliographical references and indexes.
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.
0444518371 9780444518378
0573-8555
Country risk-- Mathematical models.
Economics
338.5
Modelling the riskiness in country risk ratings / Suhejla Hoti, Michael McAleer - 1st ed. - Amsterdam ; Boston : Elsevier, 2005. - xix, 492 p. : ill. ; 23 cm. - Contributions to economic analysis, 273. .
Includes bibliographical references and indexes.
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.
0444518371 9780444518378
0573-8555
Country risk-- Mathematical models.
Economics
338.5