Value at risk of the main stock market indexes in the European Union ; (2000 - 2012)
Emma M. Iglesias
| Year of publication: |
2015
|
|---|---|
| Authors: | Iglesias, Emma M. |
| Published in: |
Journal of policy modeling : JPMOD ; a social science forum of world issues. - Amsterdam [u.a.] : Elsevier, ISSN 0161-8938, ZDB-ID 435532-5. - Vol. 37.2015, 1, p. 1-13
|
| Subject: | Value-at-Risk | Extreme value theory | Heavy tails | Stock market indexes | Eurozone | Risikomaß | Risk measure | Aktienindex | Stock index | EU-Staaten | EU countries | Aktienmarkt | Stock market | Ausreißer | Outliers | ARCH-Modell | ARCH model | Schätzung | Estimation | Euro area | Portfolio-Management | Portfolio selection |
| 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/10011333008