Estimating value-at-risk models for non-conventional equity market index
Ahmed S. Baig, Hassan A. Butt, Rizwan Khalid
| Year of publication: |
2022
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|---|---|
| Authors: | Baig, Ahmed S. ; Butt, Hassan A. ; Khalid, Rizwan |
| Published in: |
Review of financial economics : RFE. - Hoboken, NJ : Wiley, ISSN 1873-5924, ZDB-ID 2015922-5. - Vol. 40.2022, 1, p. 63-76
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| Subject: | Islamic equity market index volatility | Value-at-Risk | volatility shifts | Volatilität | Volatility | Aktienindex | Stock index | Risikomaß | Risk measure | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Welt | World | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/rfe.1139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815921