Value-at-risk in emerging equity markets : comparative evidence for symmetric, asymmetric, and long-memory GARCH models
David G. McMillan and Alan E. H. Speight
| Year of publication: |
2007
|
|---|---|
| Authors: | McMillan, David G. ; Speight, Alan E. H. |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 7.2007, 1/2, p. 1-19
|
| Subject: | Risikomaß | Risk measure | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Asiatisch-pazifischer Raum | Asia-Pacific region |
| 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/10003626702