The Role of Distribution and Volatility Specification in Value at Risk Estimation: Evidence From the Johannesburg Stock Exchange

Journal of Economic and Financial Sciences
doi 10.4102/jef.v5i2.297
Full Text
Abstract

Available in full text

Date
Authors
Publisher

AOSIS

Related search

Implied Volatility and Warrant Issuing Strategies: Some Evidence From the Johannesburg Stock Exchange

South African Journal of Business Management
ManagementInternational ManagementBusinessStrategy
2002English

Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence From Emerging Market

International Journal of Economics and Finance
2016English

Soccer and Stock Market Risk: Empirical Evidence From the Istanbul Stock Exchange

Psychological Reports
Psychology
2013English

An Empirical Evaluation in GARCH Volatility Modeling: Evidence From the Stockholm Stock Exchange

Journal of Mathematical Finance
2017English

A Markov Regime Switching Approach to Estimating the Volatility of Johannesburg Stock Exchange (JSE) Returns

Investment Management and Financial Innovations
ManagementFinanceBusinessEconomicsInternational ManagementStrategyAccountingEconometrics
2019English

High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2003English

The Response of the Johannesburg Stock Exchange to Changes in Exchange Rate Regimes

Mediterranean Journal of Social Sciences
2013English

The Investment Return Puzzle on the Johannesburg Stock Exchange

Investment Analysts Journal
AccountingEconomicsFinanceEconometrics
2018English

Stock Price Volatility and Fundamental Value: Evidence From Central and Eastern European Countries

Economics and Business Review
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy