Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"VaR estimations"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARFIMA-FIAPARCH
1
ARFIMA-FIGARCH
1
Tunisia
1
Tunisian stock exchange
1
VaR estimations
1
dual long-range memory
1
skewed student innovations
1
value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Aloui, Chaker
1
Mabrouk, Samir
1
Published in...
All
International Journal of Financial Services Management
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Mabrouk, Samir
;
Aloui, Chaker
- In:
International Journal of Financial Services Management
4
(
2010
)
2
,
pp. 77-94
in and out-of-sample
VaR
estimations
for both short and long trading positions. …
Persistent link: https://www.econbiz.de/10008755718
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
