A Risk Metric Assessment of Scenario-Based Market Risk Measures for Volatility and Risk Estimation: Evidence from Emerging Markets
By: Innocent Sitima and Clifford K. Hlatywayo
DOI: https://doi.org/10.2478/jeb-2014-0001 | Journal eISSN: 2233-1999
Language: English
Page range: 21 - 32
Published on: Mar 13, 2015
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
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© 2015 Innocent Sitima, Clifford K. Hlatywayo, published by University of Sarajevo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.