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.
Material type:
TextPublication details: Al Ain : UAE University, 2011.Description: 24 p. : ill ; 30 cmSubject(s): DDC classification: - 332.642536 MA MO
| Item type | Current library | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|
| REGULAR | University of Wollongong in Dubai Main Collection | 332.642536 MA MO (Browse shelf(Opens below)) | Available | T0044939 | ||
| REGULAR | University of Wollongong in Dubai Main Collection | 332.642536 MA MO (Browse shelf(Opens below)) | Available | T0044940 |
Includes bibliographical references.
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