Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations
Year of publication: |
2012
|
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Authors: | Maghyereh, Aktham I. ; Awartani, Basel |
Published in: |
Review of Middle East economics and finance. - Berlin : De Gruyter, ISSN 1475-3693, ZDB-ID 2112761-X. - Vol. 8.2012, 1, p. 1-22
|
Subject: | Risikomaß | Risk measure | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Vereinigte Arabische Emirate | United Arab Emirates |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | UAE = United Arab Emirates Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/1475-3693.1402 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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