Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Sang Hoon Kang; Seong-Min Yoon
| Year of publication: |
2009
|
|---|---|
| Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
| Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 50.2009, 2, p. 387-411
|
| Subject: | Aktienmarkt | Stock market | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Schwellenländer | Emerging economies | Asien | Asia |
| 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/10003926834