Work

Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market

Year: 2015

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2014.12.022

Author: Jung-Bin Su

Institution: China University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2072024367

FWCI: 7.02

Cites: 48

Cited by: 26

Related to: 10