Tables index

From

Parametric Value-at-Risk Analysis: Evidence from Islamic and Conventional Stock Market

Majoul Neila, Hellara Slaheddine

International Journal of Business and Risk Management. 2018, 1(1), 37-54
  • Table 1. GICS classification
  • Table
  • Table 2. Descriptive statistics
  • Table 3.
  • Table 4. Results of VaR in-sample of Risk Metrics models, GARCH and APARCH using normal distributions, student and skewed student
  • Table 5. Out of-sample VaR results of Risk Metrics models, GARCH and APARCH using normal distributions, student and skewed student
  • Table 6. Backtesting VaR and estimating VaR by APARCH Skewed Student