Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Diamandis, Panayiotis F. ; Drakos, Anastassios A. ; Kouretas, Georgios P. ; Zarangas, Leonidas |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 20.2011, 3, p. 165-177
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