Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
Year of publication: |
2009
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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 |
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