Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Year of publication: |
2009
|
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Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 50.2009, 2, p. 387-411
|
Subject: | Aktienmarkt | Stock market | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Schwellenländer | Emerging economies | Asien | Asia |
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