UOBScholar Hub
UOB Libraries created the UOBScholar Hub, an Institutional Repository (IR) for archiving and collecting all the research output of the UOB community. It aims to improve the visibility, usage and impact of research conducted at UOB. Materials included are: academic journal articles, conference papers and presentations, books and book chapters, ongoing research papers, reports and patents.
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Browsing by Subject Asymmetric Power ARCH model
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2015 | Value-at-risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions | Assaf, Ata |