Value-at-risk and stock returns : evidence from India
Tariq Aziz and Valeed Ahmad Ansari
| Year of publication: |
2017
|
|---|---|
| Authors: | Aziz, Tariq ; Ansari, Valeed Ahmad |
| Published in: |
International journal of emerging markets. - Bingley : Emerald, ISSN 1746-8809, ZDB-ID 2257280-6. - Vol. 12.2017, 2, p. 384-399
|
| Subject: | Emerging markets | Value-at-risk | Asset pricing | Indian stock market | Indien | India | Risikomaß | Risk measure | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJoEM-04-2015-0076 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011760777