The effect of asymmetries on stock index return value-at-risk estimates

Journal of Risk Finance

Volumn 4, Issue 2, 2003, Pages 29-42

  Brooks, Chris ^a   Persand, Gita ^b  

^a UNIVERSITY OF READING   (United Kingdom)

^b UNIVERSITY OF BRISTOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 10244268286     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/eb022959     Document Type: Article

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