Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000498162> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W2000498162 endingPage "21" @default.
- W2000498162 startingPage "21" @default.
- W2000498162 abstract "The present study adds evidence, from three former emerging and currently transition countries along with two EU member countries of South and Eastern Europe, relevant to the market risk their stock exchanges possess under the same global financial environment. In order to assess market risk, we use four Value-at-Risk methodologies, namely, Historical Simulation (HS), Conditional Historical Simulation (CHS), Extreme Value Theory (EVT) and Conditional Extreme Value Theory (CEVT). Hungary exhibits higher risk under extreme conditions indicating that its market is much more vulnerable than all other markets under study." @default.
- W2000498162 created "2016-06-24" @default.
- W2000498162 creator A5010526989 @default.
- W2000498162 creator A5017166555 @default.
- W2000498162 creator A5037927126 @default.
- W2000498162 creator A5067591930 @default.
- W2000498162 date "2007-01-01" @default.
- W2000498162 modified "2023-09-23" @default.
- W2000498162 title "An investigation of riskiness in South and Eastern European markets" @default.
- W2000498162 cites W1515913836 @default.
- W2000498162 cites W1545002292 @default.
- W2000498162 cites W1555974209 @default.
- W2000498162 cites W1600099754 @default.
- W2000498162 cites W1858495123 @default.
- W2000498162 cites W1980314087 @default.
- W2000498162 cites W1989899182 @default.
- W2000498162 cites W2016935869 @default.
- W2000498162 cites W2038778860 @default.
- W2000498162 cites W2099208941 @default.
- W2000498162 cites W2107956536 @default.
- W2000498162 cites W2117447427 @default.
- W2000498162 cites W2126921352 @default.
- W2000498162 cites W2128920373 @default.
- W2000498162 cites W2135177937 @default.
- W2000498162 cites W2136118318 @default.
- W2000498162 cites W2165297877 @default.
- W2000498162 cites W2171682970 @default.
- W2000498162 cites W3122552018 @default.
- W2000498162 cites W3124324735 @default.
- W2000498162 cites W85276539 @default.
- W2000498162 doi "https://doi.org/10.1504/ijfsm.2007.011669" @default.
- W2000498162 hasPublicationYear "2007" @default.
- W2000498162 type Work @default.
- W2000498162 sameAs 2000498162 @default.
- W2000498162 citedByCount "3" @default.
- W2000498162 countsByYear W20004981622015 @default.
- W2000498162 crossrefType "journal-article" @default.
- W2000498162 hasAuthorship W2000498162A5010526989 @default.
- W2000498162 hasAuthorship W2000498162A5017166555 @default.
- W2000498162 hasAuthorship W2000498162A5037927126 @default.
- W2000498162 hasAuthorship W2000498162A5067591930 @default.
- W2000498162 hasConcept C10138342 @default.
- W2000498162 hasConcept C105795698 @default.
- W2000498162 hasConcept C106159729 @default.
- W2000498162 hasConcept C119857082 @default.
- W2000498162 hasConcept C121087249 @default.
- W2000498162 hasConcept C144133560 @default.
- W2000498162 hasConcept C147581598 @default.
- W2000498162 hasConcept C162324750 @default.
- W2000498162 hasConcept C166957645 @default.
- W2000498162 hasConcept C182306322 @default.
- W2000498162 hasConcept C19244329 @default.
- W2000498162 hasConcept C205649164 @default.
- W2000498162 hasConcept C2776291640 @default.
- W2000498162 hasConcept C2779343474 @default.
- W2000498162 hasConcept C2780299701 @default.
- W2000498162 hasConcept C32896092 @default.
- W2000498162 hasConcept C33923547 @default.
- W2000498162 hasConcept C41008148 @default.
- W2000498162 hasConcept C94128290 @default.
- W2000498162 hasConceptScore W2000498162C10138342 @default.
- W2000498162 hasConceptScore W2000498162C105795698 @default.
- W2000498162 hasConceptScore W2000498162C106159729 @default.
- W2000498162 hasConceptScore W2000498162C119857082 @default.
- W2000498162 hasConceptScore W2000498162C121087249 @default.
- W2000498162 hasConceptScore W2000498162C144133560 @default.
- W2000498162 hasConceptScore W2000498162C147581598 @default.
- W2000498162 hasConceptScore W2000498162C162324750 @default.
- W2000498162 hasConceptScore W2000498162C166957645 @default.
- W2000498162 hasConceptScore W2000498162C182306322 @default.
- W2000498162 hasConceptScore W2000498162C19244329 @default.
- W2000498162 hasConceptScore W2000498162C205649164 @default.
- W2000498162 hasConceptScore W2000498162C2776291640 @default.
- W2000498162 hasConceptScore W2000498162C2779343474 @default.
- W2000498162 hasConceptScore W2000498162C2780299701 @default.
- W2000498162 hasConceptScore W2000498162C32896092 @default.
- W2000498162 hasConceptScore W2000498162C33923547 @default.
- W2000498162 hasConceptScore W2000498162C41008148 @default.
- W2000498162 hasConceptScore W2000498162C94128290 @default.
- W2000498162 hasIssue "1/2" @default.
- W2000498162 hasLocation W20004981621 @default.
- W2000498162 hasOpenAccess W2000498162 @default.
- W2000498162 hasPrimaryLocation W20004981621 @default.
- W2000498162 hasRelatedWork W162127467 @default.
- W2000498162 hasRelatedWork W1853856539 @default.
- W2000498162 hasRelatedWork W2000498162 @default.
- W2000498162 hasRelatedWork W2024651550 @default.
- W2000498162 hasRelatedWork W2090186803 @default.
- W2000498162 hasRelatedWork W2210467829 @default.
- W2000498162 hasRelatedWork W2361837386 @default.
- W2000498162 hasRelatedWork W2618484493 @default.
- W2000498162 hasRelatedWork W2997058940 @default.
- W2000498162 hasRelatedWork W3122047754 @default.
- W2000498162 hasVolume "2" @default.
- W2000498162 isParatext "false" @default.
- W2000498162 isRetracted "false" @default.
- W2000498162 magId "2000498162" @default.
- W2000498162 workType "article" @default.