Market risk of developed and emerging countries during the global financial crisis
Bülent Köksal and Mehmet Orhan
| Year of publication: |
2013
|
|---|---|
| Authors: | Köksal, Bülent ; Orhan, Mehmet |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, 3, p. 20-34
|
| Subject: | ARCH/GARCH estimation | Christoffersen test | developed countries | emerging markets | Kupiec test | quadratic loss function | value at risk (VaR) | Schwellenländer | Emerging economies | Risikomaß | Risk measure | Entwicklungsländer | Developing countries | Finanzkrise | Financial crisis | Statistischer Test | Statistical test |
| 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/10010200887