Economics
Value-at-risk in frontier markets : adapted models and evidences from two North-African stock exchanges
Mhamed-Ali El-Aroui, Wafa Snoussi
2020.7.1African Finance Journal
Abstract
Abstract is not available.
Citation format
EL-AROUI, Mhamed-Ali; SNOUSSI, Wafa. Value-at-risk in frontier markets: Adapted models and evidences from two north-African stock exchanges. African Finance Journal, 2020, 22: 1–20.