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.