Modeling market risk in frontier equity markets—evidence from serbia

HIGHLIGHTS

• who: Marko Milojeviu0107 and Ivica Terziu0107 from the (UNIVERSITY) have published the Article: MODELING MARKET RISK IN FRONTIER EQUITY MARKETSu2014EVIDENCE FROM SERBIA, in the Journal: (JOURNAL)
• what: The aim of this article is to test and validate different VaR models in Serbian equity market. From statistical analysis of stock index performed in this study, it was determined that returns on Serbian equity index are characterized by fat tail and asymmetry.
• how: The VaR models their formulations and descriptions that the authors implied in the study are presented in Table 1. Using the same . . .
  

   

  

  If you want to have access to all the content you need to log in!

  Thanks :)

  Username or Email

  Password

  Remember me

  Lost your password?

  If you don't have an account, you can create one here.