Value-at-risk and extreme returns in Asian Stock markets
Year of publication: |
2003
|
---|---|
Authors: | Silva, André L. C. da ; Mendes, Beatriz Vaz de Melo |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 8.2003, 1, p. 17-40
|
Subject: | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Asien | Asia | Risikomaß | Risk measure |
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