Stucchi, Patrizia; Dominese, Giorgio - In: Transition Studies Review 19 (2012) 2, pp. 163-178
A set of regional and country’s equity indices have been evaluated and analysed in their Value at Risk (VaR) and Conditional Value at Risk (CVaR) in this paper, using computational methods based on the Johnson systems. Comparing the main statistics and the values of the two cited measures of...