Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Sang Hoon Kang; Seong-Min Yoon
Year of publication: |
2009
|
---|---|
Authors: | Kang, Sang Hoon ; Yoon, Seong-min |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 13850362. - Vol. 50.2009, 2, p. 387-411
|
Saved in:
Saved in favorites
Similar items by person
-
The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns
Jiang, Zhuhua, (2019)
-
Asymmetry and long memory features in volatility : evidence from Korean stock market
Kang, Sang Hoon, (2008)
-
Modeling and forecasting the volatility of Eastern European emerging markets
Kang, Sang Hoon, (2009)
- More ...