The tail behavior of extreme stock returns in the Gulf emerging markets: An implication for financial risk management
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- Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2014. "Multifractality and value-at-risk forecasting of exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 401(C), pages 71-81.
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KeywordsPersian Gulf States; Stock returns; Stock markets; Risk management;
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