Evaluation approaches of value at risk for Tehran stock exchange
Bagher Adabi; Mohsen Mehrara; Shapour Mohammadi
| Year of publication: |
2015
|
|---|---|
| Authors: | Adabi, Bagher ; Mehrara, Mohsen ; Mohammadi, Shapour |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 19.2015, 1, p. 41-62
|
| Subject: | Nonparametric Approach | Parametric Approach | Semi-Parametric Approach | Value at Risk | Risikomaß | Risk measure | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Theorie | Theory | Börsenhandel | Stock exchange trading | ARCH-Modell | ARCH model | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2015.55160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011456560