Value-at-risk under extreme values: The relative performance in MENA emerging stock markets

Aktham I. Maghyereh, Haitham A. Al-Zoubi

Research output: Contribution to journalArticlepeer-review

18 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Value-at-risk under extreme values: The relative performance in MENA emerging stock markets'. Together they form a unique fingerprint.

Keyphrases

Engineering

Economics, Econometrics and Finance