Assessing the relative performance of heavy-tailed distributions : empirical evidence from the Johannesburg Stock Exchange
Chun-Sung Huang; Chun-Kai Huang; Knowledge Chinhamu
| Year of publication: |
2014
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|---|---|
| Authors: | Huang, Chun-sung ; Huang, Chun-kai ; Chinhamu, Knowledge |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 4, p. 1263-1286
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| Subject: | Heavy-Tailed and Asymmetric Distributions | Value-At-Risk (VaR) | Johannesburg Stock Exchange | Südafrika | South Africa | Börsenhandel | Stock exchange trading | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | ARCH-Modell | ARCH model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010400576