Work

Value‐at‐risk under extreme values: the relative performance in MENA emerging stock markets

Year: 2006

Type: article

Source: International Journal of Managerial Finance

DOI: 10.1108/17439130610657368

Authors: Aktham I. Maghyereh, Haitham A. Al‐Zoubi

Institution: Hashemite University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1997231780

FWCI: 3.402

Cites: 35

Cited by: 28

Related to: 10