Value-at-risk analysis for the Tunisian currency market : a comparative study
Aymen Ben Rejeb; Ousama Ben Salha; Jaleleddine Ben Rejeb
| Year of publication: |
2012
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|---|---|
| Authors: | Ben Rejeb, Aymen ; Ben Salha, Ousama ; Ben Rejeb, Jaleleddine |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 2.2012, 2, p. 110-125
|
| Subject: | Währungsspekulation | Currency speculation | Währungsrisiko | Exchange rate risk | Risikomaß | Risk measure | Varianzanalyse | Analysis of variance | Bootstrap-Verfahren | Bootstrap approach | Monte-Carlo-Simulation | Monte Carlo simulation | Tunesien | Tunisia | 1999-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009579532