Forecasting value at risk (VaR) for emerging and developed markets
Viviane Naimy, Professor of finance, Melissa Bou Zeidan
| Alternative title: | Previsión del valor en riesgo (VaR) para mercados emergentes y desarrollados |
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| Year of publication: |
2019
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| Authors: | Naimy, Viviane ; Bou Zeidan, Melissa |
| Published in: |
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada. - Madrid, ISSN 1133-3197, ZDB-ID 2508178-0. - Vol. 37.2019, 3, p. 153-174
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| Subject: | Modeling Value at Risk (VaR) | MSCI world index | MSCI emerging markets index | volatility-weighted bootstrap methods | GARCH models | Risikomaß | Risk measure | Schwellenländer | Emerging economies | ARCH-Modell | ARCH model | Aktienindex | Stock index | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Welt | World | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173924