Open AccessModelling Value at Risk: Evidence from the Saudi Stock Market
Author(s) -
Khalafalla Ahmed Mohamed Arabi,
Hemeda Mohamed Abdelmageed
Publication year - 2018
Publication title -
archives of business research
Language(s) - English
Resource type - Journals
ISSN - 2054-7404
DOI - 10.14738/abr.66.4696
Subject(s) - quartile , percentile , bootstrapping (finance) , econometrics , value at risk , monte carlo method , statistics , autoregressive conditional heteroskedasticity , stock market index , nonparametric statistics , mathematics , economics , stock market , volatility (finance) , risk management , confidence interval , geography , context (archaeology) , management , archaeology