Value-at-risk adjusted to the specificities of emerging markets : an analysis for the Tunisian market
Wafa Snoussi; Mhamed-Ali El-Aroui
| Year of publication: |
2012
|
|---|---|
| Authors: | Snoussi, Wafa ; El-Aroui, Mhamed-Ali |
| Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 7.2012, 1, p. 86-100
|
| Subject: | Marktliquidität | Market liquidity | Volatilität | Volatility | Marktrisiko | Market risk | Risikomaß | Risk measure | Finanzmarkt | Financial market | Tunesien | Tunisia |
| 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/10009547204