Work

Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting

Year: 2017

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2017.1403559

Authors: Bana Abuzayed, Nedal Al-Fayoumi, Lanouar Charfeddine

Institution: Qatar 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: W2769728295

FWCI: 2.783

Cites: 65

Cited by: 21

Related to: 10