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Miltiadis Efentakis
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Scholarly Papers (1)
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Are Range Based Models Good Enough? Evidence From Seven Stock Markets
Dockery, E., Efentakis, M., & Al-Faryan, M. A. S. (2018). Are range based models good enough? Evidence from seven stock markets. Risk Governance and Control: Financial Markets & Institutions, 8(2), 7-40
Number of pages: 34
Posted: 03 Aug 2020
Everton Dockery
, Miltiadis Efentakis and
Mamdouh Abdulaziz Saleh Al-Faryan
University of Portsmouth, Department of Accounting and Finance,
affiliation not provided to SSRN
and University of Portsmouth - Faculty of Business - Department of Economics
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Abstract:
Range Based Models, Value-at-Risk, Market Risk, Financial Markets, Risk Measurement
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