Journals A-Z
All Subjects
Free Journals
sciepub.com

2 results for Market Risk.

Parameters for your search query:
Keyword     Market Risk

Open AccessArticle
Export: RIS | BibTeX | EndNote
A Comparative Performance of Conventional Methods for Estimating Market Risk Using Value at Risk
by Cyprian Ondieki Omari
International Journal of Econometrics and Financial Management. 2017, 5(2), 22-32. DOI: 10.12691/ijefm-5-2-1
Pub. Date: April 26, 2017Views: 21382Downloads: 19695
backtesting generalized autoregressive conditionally heteroscedastic (GARCH) models Value-at-Risk (VaR) volatility clustering Conditional and Unconditional Coverage Tests
Abstract Full Text PDF (387 KB) Full Text HTML Full Text ePUB (423 KB)
Open AccessArticle
Export: RIS | BibTeX | EndNote
Effect of Economic Policy Uncertainty on Market Risk and Market Risk Premium
by Frederick Adjei
Journal of Finance and Economics. 2020, 8(2), 57-60. DOI: 10.12691/jfe-8-2-2
Pub. Date: March 14, 2020Views: 7549Downloads: 8483
Economic Policy Uncertainty Market Risk Market Risk Premium
Abstract Full Text PDF (497 KB) Full Text HTML Full Text ePUB (205 KB)
Results: sort by Relevance

Filter by

Date

Published between:

and

Subjects

Journals

Article Types