Asian Pacific stock market volatility modeling and value at risk analysis
Ender Su and Thomas W. Knowles
Year of publication: |
2006
|
---|---|
Authors: | Su, Ender ; Knowles, Thomas W. |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 42.2006, 2, p. 18-62
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region | Risikomaß | Risk measure |
Saved in:
Saved in favorites
Similar items by subject
-
McMillan, David G., (2007)
-
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil, (2000)
-
Pandey, Dharen Kumar, (2022)
- More ...
Similar items by person