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A Risk Metric Assessment of Scenario-Based Market Risk Measures for Volatility and Risk Estimation: Evidence from Emerging Markets Cover

A Risk Metric Assessment of Scenario-Based Market Risk Measures for Volatility and Risk Estimation: Evidence from Emerging Markets

South East European Journal of Economics and Business
Volume 9 (2014): Issue 2 (December 2014)
By: Innocent Sitima and  Clifford K. Hlatywayo  
Open Access
|Mar 2015

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DOI: https://doi.org/10.2478/jeb-2014-0001 | Journal eISSN: 2233-1999
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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
Keywords:
risk metric assessment: market risk measures: risk estimation: risk volatility: emerging market
Related subjects:
Business and economics,
Business management,
Business management, other,
Political economics,
Political economics, other

© 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.

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