[PDF][PDF] Modelling South Africa's market risk using the APARCH model and heavy-tailed distributions.
YE Ilupeju - 2016 - core.ac.uk
ABSTRACT Estimating Value-at-risk (VaR) of stock returns, especially from emerging
economies has recently attracted attention of both academics and risk managers. This is …
economies has recently attracted attention of both academics and risk managers. This is …
Modelling crude oil returns using the NRIG distribution
Over the past decade, crude oil prices have risen dramatically, making the oil market very
volatile and risky; hence, implementing an efficient risk management tool against market risk …
volatile and risky; hence, implementing an efficient risk management tool against market risk …
[PDF][PDF] Modelling Crude Oil Returns Using the NRIG Distribution.
N Mabaso, K Chinhamu… - Statistics, Optimization …, 2021 - pdfs.semanticscholar.org
Over the past decade, crude oil prices have risen dramatically, making the oil market very
volatile and risky; hence, implementing an efficient risk management tool against market risk …
volatile and risky; hence, implementing an efficient risk management tool against market risk …
A comparison of Market Risk Management Practices of selected Islamic banks in the UAE
J Myeiram - 2012 - search.proquest.com
Purpose–The paper aims to estimate the Value-at-Risk of stock returns for three major
Islamic Banks in UAE and compare VaR results among each banks' stock returns …
Islamic Banks in UAE and compare VaR results among each banks' stock returns …
[PDF][PDF] Thirunavukkarasu K. Suppiah
KD Aman - core.ac.uk
Market risk is an important element of derivatives trading and can cause derivatives market
participants to suffer substantial amount of loss if not managed properly. Value at Risk (VaR) …
participants to suffer substantial amount of loss if not managed properly. Value at Risk (VaR) …