Evaluating stock index return value-at-risk estimates in South Africa : comparative evidence for symmetric, asymmetric and long memory GARCH models
David McMillan; Pako Thupayagale
| Year of publication: |
2010
|
|---|---|
| Authors: | McMillan, David G. ; Thupayagale, Pako |
| Published in: |
Journal of emerging market finance. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0972-6527, ZDB-ID 2136100-9. - Vol. 9.2010, 3, p. 325-345
|
| Subject: | Volatilität | Volatility | Marktrisiko | Market risk | Prognoseverfahren | Forecasting model | Südafrika | South Africa | 1990-2007 |
| 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/10009156610