Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Walid Mensi, Syed Jawad Hussain Shahzad, Shawkat Hammoudeh, Rami Zeitun, Mobeen Ur Rehman
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Mensi, Walid ; Shahzad, Syed Jawad Hussain ; Hammoudeh, Shawkat ; Zeitun, Rami ; Ur Rehman, Mobeen |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 32.2017, p. 130-147
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| Subject: | Stock markets | Wavelet analysis | Value at risk | Aktienmarkt | Stock market | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Schwellenländer | Emerging economies | Zustandsraummodell | State space model | Diversifikation | Diversification | Risikomanagement | Risk management | BRICS-Staaten | BRICS countries | Asien | Asia | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2017.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803251