Nour ALSHAMALI, Khuloud M. ALAWADHI, Mansour ALSHAMALI, Fatemah M. BEHBEHANI

VALUE-AT-RISK (VAR) ANALYSIS OF THE UK BANKING STOCKS

Journal of Economics Finance and Accounting

2021-Cilt: 8 - Sayı: 4

190-207

VaR Analysis, historical simulation, variance-covariance, Monte-Carlo simulation, COVID-19 pandemic

68 98