Maghyereh, Aktham.

Modeling and forecasting value-at-risk in the UAE stock markets : the role of long memory, fat tails and asymmetries in return innovations / Aktham Maghyereh and Basel Awartani. - Al Ain : UAE University, 2011. - 24 p. : ill ; 30 cm.

Includes bibliographical references.


Intellectual contribution of UAE University academics.
Stock exchanges--Persian Gulf States.
Finance--Persian Gulf States.

332.642536 MA MO