Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
A. Assaf
| Year of publication: |
2009
|
|---|---|
| Authors: | Assaf, Ata |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 3, p. 109-116
|
| Subject: | Risikomaß | Risk measure | Ausreißer | Outliers | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | Ägypten | Egypt | Jordanien | Jordan | Marokko | Morocco | Türkei | Turkey | 1997-2002 |
| 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/10003880019