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2 results for Market Risk.

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Keyword    Market Risk

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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: 17608Downloads: 15246
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)
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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: 5460Downloads: 5684
Economic Policy Uncertainty Market Risk Market Risk Premium
Abstract Full Text PDF (497 KB) Full Text HTML Full Text ePUB (205 KB)
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