EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Safer, Imene"
Narrow search

Narrow search

Year of publication
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Ben Salem, Ameni 1 Khefacha, Islem 1 Safer, Imene 1
Source
All
BASE 1
Showing 1 - 1 of 1
Cover Image
Value-at-Risk (VAR) Estimation Methods: Empirical Analysis based on BRICS Markets
Ben Salem, Ameni; Safer, Imene; Khefacha, Islem - 2022
The purpose of this paper is to investigate some statistical methods to estimate the value-at-Risk (VaR) for stock returns in the BRICS countries for the period between 2011 to 2018. Four different risk methods are used to estimate VaR: Historical Simulation (HS), Riskmetrics, Historical Method...
Persistent link: https://www.econbiz.de/10015268018
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...