Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework
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More about this item
Keywordsvalue-at-risk; VaR; expected shortfall; dual long memory; GARCH-type models; MENA stock markets; Middle East; North Africa; volatility forecasting; risk management; Egypt; Israel; Turkey; Morocco; risk quantification; policy regulations; hedging strategies.;
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