VaR and time-varying volatility : a comparative study of three international portfolios
Pat Obi and Shomir Sil
| Year of publication: |
2013
|
|---|---|
| Authors: | Obi, Pat ; Sil, Shomir |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 39.2013, 7, p. 625-640
|
| Subject: | Aktie | Share | Portfolio-Investition | Foreign portfolio investment | Systemrisiko | Systemic risk | Risikomaß | Risk measure | Volatilität | Volatility | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009760762