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Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations
Maghyereh, Aktham I.
;
Awartani, Basel
- In:
Review of Middle East economics and finance
8
(
2012
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009630203
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Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations
Maghyereh, Aktham Issa
;
Awartani, Basel
- In:
Review of Middle East economics and finance
8
(
2012
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010039684
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