Open AccessValue-at-risk (VAR) analysis of the UK banking stocks
Author(s) -
Nour Alshamali,
Khuloud M. Alawadhi,
Mansour AlShamali,
Fatemah M. Behbehani
Publication year - 2021
Publication title -
journal of business, economics and finance
Language(s) - English
Resource type - Journals
ISSN - 2146-7943
DOI - 10.17261/pressacademia.2021.1530
Subject(s) - value at risk , value (mathematics) , business , financial system , economics , financial economics , actuarial science , econometrics , statistics , finance , mathematics , risk management