Keyphrases
At-risk
100%
Middle East and North Africa
100%
Emerging Stock Markets
100%
Relative Performance
100%
Extreme Value Theory
44%
Africa Countries
33%
Market Risk
22%
Popular
22%
Return Distribution
22%
Design Methodology
11%
Failure Rate
11%
Risk Estimation
11%
Tail Distribution
11%
Value-based Approach
11%
Historical Simulation
11%
Normal Distribution Model
11%
Conventional Methodologies
11%
Return Series
11%
Skewed Student t Distribution
11%
Variance-covariance Method
11%
Fat Tails
11%
Student-t Distribution
11%
Volatile Markets
11%
Engineering
Relative Performance
100%
Normal Distribution
100%
Risk Estimate
66%
Limitations
33%
Failure Rate
33%
Distribution Model
33%
Economics, Econometrics and Finance
Extreme Value
100%
Value Theory
66%
Financial Market
16%