One-day-ahead value-at-risk estimations with dual long-memory models: evidence from the Tunisian stock market
Samir Mabrouk; Chaker Aloui
| Year of publication: |
2010
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|---|---|
| Authors: | Mabrouk, Samir ; Aloui, Chaker |
| Published in: |
International journal of financial services management : IJFSM. - Olney, Bucks. : Inderscience Enterprises, ISSN 1460-6712, ZDB-ID 2193369-8. - Vol. 4.2009/10, 2, p. 77-94
|
| Subject: | Tunesien | Tunisia | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | ARCH-Modell | ARCH model |
| 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/10003970975