Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations /
By: Maghyereh, Aktham
Title By: Awartani, Basel | UAEU Faculty of Business and Economics
Material type:
BookPublisher: Al Ain : UAE University, 2011.Description: 24 p. : ill ; 30 cm.Subject(s): Intellectual contribution of UAE University academics | Stock exchanges -- Persian Gulf States | Finance -- Persian Gulf StatesDDC classification: 332.642536 MA MO Online resources: Location Map
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
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| REGULAR | University of Wollongong in Dubai Main Collection | 332.642536 MA MO (Browse shelf) | Available | T0044939 | ||
| REGULAR | University of Wollongong in Dubai Main Collection | 332.642536 MA MO (Browse shelf) | Available | T0044940 |
Total holds: 0
, Shelving location: Main Collection Close shelf browser
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| 332.642 TH SU Super trader : | 332.64253 MU SH Short-term and long-term stock price linkages among the GCC stock markets and with the US stock market / | 332.642536 MA MO Modeling and forecasting value-at-risk in the UAE stock markets : | 332.642536 MA MO Modeling and forecasting value-at-risk in the UAE stock markets : | 332.642536 WO GC GCC stock markets at risk / | 332.642536 WO GC GCC stock markets : | 332.6425367 DA GU The Gulf stock exchange crash : |
Includes bibliographical references.