Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Hoang Trung Nghia"'
Publikováno v:
Science & Technology Development Journal - Economics - Law and Management. 3:438-448
The subprime mortgage crisis in the United States (U.S.) in mid-2008 suggests that stock prices volatility do spillover from one market to another after international stock markets downturn. The purpose of this paper is to examine the magnitude of re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c2b9b70311fbea83607b02eca9f75d47
https://doi.org/10.32508/stdjelm.v3i4.586
https://doi.org/10.32508/stdjelm.v3i4.586
Publikováno v:
Advances in Asian Mechanism and Machine Science ISBN: 9783030918910
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3d575096a8804ccbc9b8c51f89fc2ad
https://doi.org/10.1007/978-3-030-91892-7_4
https://doi.org/10.1007/978-3-030-91892-7_4
Publikováno v:
Science & Technology Development Journal - Economics - Law and Management. 2:77-90
In this paper, various Value-at-Risk techniques are applied to stock indices of 9 Asian emerging financial markets. The results from our selected models are then backtested by Unconditional Coverage, Independence, Joint Tests of Unconditional Coverag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab7e576ba67467396a7489628dc8bd63
https://doi.org/10.32508/stdjelm.v2i1.504
https://doi.org/10.32508/stdjelm.v2i1.504