A RISK METRIC ASSESSMENT OF SCENARIO-BASED MARKET RISK MEASURES FOR VOLATILITY AND RISK ESTIMATION: EVIDENCE FROM EMERGING MARKETS

Innocent Sitima; Clifford K. Hlatywayo

Scientific and Professional papers: Economics

Vol. 9 No. 2 (2014): South East European Journal of Economics and Business

A RISK METRIC ASSESSMENT OF SCENARIO-BASED MARKET RISK MEASURES FOR VOLATILITY AND RISK ESTIMATION: EVIDENCE FROM EMERGING MARKETS

Innocent Sitima^▸^▾
Clifford K. Hlatywayo^▸^▾

Untitled

Submitted: June 24, 2014
Published: March 2, 2015

Copyright Notice

How to Cite

A RISK METRIC ASSESSMENT OF SCENARIO-BASED MARKET RISK MEASURES FOR VOLATILITY AND RISK ESTIMATION: EVIDENCE FROM EMERGING MARKETS. (2015). The South East European Journal of Economics and Business, 9(2). https://testjournal.efsa.unsa.ba/index.php/see/article/view/257