Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation

  1. Iglesias, E.M.
Journal:
Economic Modelling

ISSN: 0264-9993

Year of publication: 2015

Volume: 50

Pages: 1-8

Type: Article

DOI: 10.1016/J.ECONMOD.2015.06.004 GOOGLE SCHOLAR

Sustainable development goals

Data source: Scopus