Robust value-at-risk forecasting of Karachi Stock Exchange
Farhat Iqbal
| Year of publication: |
2017
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|---|---|
| Authors: | Iqbal, Farhat |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 7.2017, 2, p. 130-146
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| Subject: | reneralised autoregressive conditional heteroscedastic | GARCH | M-estimator | volatility | value-at-risk | VaR | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Pakistan | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Börsenhandel | Stock exchange trading | VAR-Modell | VAR model | Aktienindex | Stock index |
| 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/10011748632