A RISK METRIC ASSESSMENT OF SCENARIO-BASED MARKET RISK MEASURES FOR VOLATILITY AND RISK ESTIMATION: EVIDENCE FROM EMERGING MARKETS

Authors

Author Biographies

  • Innocent Sitima, University of Fort Hare
    PhD candidate
  • Clifford K. Hlatywayo, University of Fort Hare
    PhD candidate

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Published

2015-03-02

Issue

Vol. 9 No. 2 (2014): South East European Journal of Economics and Business

Section

Scientific and Professional papers: Economics

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Copyright © The South East European Journal of Economics and Business

ISSN: 2233-1999 (online) 

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How to Cite

A RISK METRIC ASSESSMENT OF SCENARIO-BASED MARKET RISK MEASURES FOR VOLATILITY AND RISK ESTIMATION: EVIDENCE FROM EMERGING MARKETS. (2015). The South East European Journal of Economics and Business, 9(2). https://journal.efsa.unsa.ba/index.php/see/article/view/257