Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Panayiotis F. Diamandis; Anastassios A. Drakos; Georgios P. Kouretas; Leonidas Zarangas
| Year of publication: |
2011
|
|---|---|
| Authors: | Diamandis, Panayotis F. ; Drakos, Anastassios A. ; Kouretas, Georgios P. ; Zarangas, Leonidas P. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 3, p. 165-176
|
| Subject: | Value-at-risk | Risk management | APARCH models | Skewed Student distribution | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Risikomanagement | Statistische Verteilung | Statistical distribution | Theorie | Theory | Aktienindex | Stock index | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | Welt | World | Japan | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| 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/10009295738