On the effectiveness of stock index futures for tail risk protection

Hammadi Zouari

Year of publication:	2022
Authors:	Zouari, Hammadi
Published in:	International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 12.2022, 3, p. 38-52
Subject:	Stock Index Futures \| Tail Risk Protection \| Target Risk Strategies \| Value-at-Risk \| Expected Shortfall \| Extreme Value Theory \| Risikomaß \| Risk measure \| Index-Futures \| Index futures \| Risikomanagement \| Risk management \| Risiko \| Risk \| Ausreißer \| Outliers \| Aktienindex \| Stock index \| ARCH-Modell \| ARCH model

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