How well do risk measurement models estimate VaR during good and bad times? : evidence from the Korean stock market
Everton Dockery; Miltiadis Efentakis
| Year of publication: |
2013
|
|---|---|
| Authors: | Dockery, Everton ; Efentakis, Miltiadis |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 3.2013, 2, p. 114-136
|
| Subject: | Südkorea | South Korea | VAR-Modell | VAR model | Aktienmarkt | Stock market | Messung | Measurement | Risikomaß | Risk measure | Konjunktur | Business cycle |
| Extent: | graph. Darst. |
|---|---|
| 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/10010359643