Value-at-risk adjusted to the specificities of emerging markets: An analysis for the Tunisian market

Author: Snoussi Wafa   El-Aroui Mhamed-Ali  

Publisher: Emerald Group Publishing Ltd

ISSN: 1746-8809

Source: International Journal of Emerging Markets, Vol.7, Iss.1, 2012-01, pp. : 86-100

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Abstract