Estimating value-at-risk for the Turkish stock index futures in the presence of long memory volatility
Year of publication: |
2009
|
---|---|
Authors: | Kasman, Adnan |
Published in: |
Central Bank review / The Central Bank of the Republic of Turkey. - Ankara : Central Bank, ISSN 1303-0701, ZDB-ID 2051359-8. - Vol. 9.2009, 1, p. 1-14
|
Subject: | Aktienindex | Stock index | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis | Türkei | Turkey | 2005-2008 |
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