Prediction, risk assessment and comparison of selected emerging markets' stock indices during covid-19 pandemic using the coherent measure : comparing selected emerging markets' stock indices
Prabir Kumar Das, Anarghya Das
| Year of publication: |
2022
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|---|---|
| Authors: | Das, Prabir Kumar ; Das, Anarghya |
| Published in: |
The journal of prediction markets. - Buckingham : Univ. of Buckingham Press, ISSN 1750-6751, ZDB-ID 2388613-4. - Vol. 16.2022, 3, p. 81-97
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| Subject: | Expected shortfall | Generalized hyperbolic distribution | Likelihood ratio test | Coherent risk | prediction | Jonckheere-Terpstra test | Schwellenländer | Emerging economies | Coronavirus | Risikomaß | Risk measure | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Schätzung | Estimation | Vergleich | Comparison | Welt | World | Risikomanagement | Risk management | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5750/jpm.v16i3.1974 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014290506