Risk analysis of world major stock index before and after the 2008 financial crisis : based on GARCH-VaR approach
Maoguo Wu & Yanyuan Wang
| Year of publication: |
2018
|
|---|---|
| Authors: | Wu, Maoguo ; Wang, Yanyuan |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 9.2018, 2, p. 39-54
|
| Subject: | financial crisis | stock index | GARCH-VaR model | risk | volatility | Finanzkrise | Financial crisis | Volatilität | Volatility | Aktienindex | Stock index | Welt | World | Internationaler Finanzmarkt | International financial market | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5430/ijfr.v9n2p39 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012236540