Evaluating value‐at‐risk models before and after the financial crisis of 2008 : International evidence
Year of publication: |
2012
|
---|---|
Authors: | Degiannakis, Stavros ; Floros, Christos ; Livada, Alexandra |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 38.2012, 4, p. 436-452
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Stock markets | Returns | Forecasting | Volatility | Risk analysis | Financial crisis | ARCH | Value‐at‐risk |
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