Value-at-risk adjusted to the specificities of emerging markets : an analysis for the Tunisian market
Year of publication: |
2012
|
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Authors: | Snoussi, Wafa ; El-Aroui, Mhamed-Ali |
Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 7.2012, 1, p. 86-100
|
Subject: | Marktliquidität | Market liquidity | Volatilität | Volatility | Marktrisiko | Market risk | Risikomaß | Risk measure | Finanzmarkt | Financial market | Tunesien | Tunisia |
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