Forecast of value at risk for equity indices : an analysis from developed and emerging markets
Alex Yi-Hou Huang; Tsung-Wei Tseng
| Year of publication: |
2009
|
|---|---|
| Authors: | Huang, Alex ; Tseng, Tsung-Wei |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 10.2009, 4, p. 393-409
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| Subject: | Schwellenländer | Emerging economies | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Industrieländer | Industrialized countries | ARCH-Modell | ARCH model | Entwicklungsländer | Developing countries |
| 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://ebvufind01.dmz1.zbw.eu/10009523713