Qiu, Fangxiao and Yi, Ronghua (2024) Skewed-t-TGARCH Algorithmic Modeling for Risk Measures in Emerging Markets: A Study on Chilean and South African Boards. In: Proceedings of the 4th International Conference on Economic Management and Big Data Applications, ICEMBDA 2023, October 27–29, 2023, Tianjin, China.
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Abstract
Whether the opening of international boards in emerging markets will lead to a significant increase in market risk is a topic of common concern in the industry. In this paper, we take Chile and South Africa, which are emerging markets that have successfully opened international boards, as examples t
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 17:05 |
| Last Modified: | 17 Apr 2026 01:00 |
| URI: | http://eprints.eai.eu/id/eprint/46759 |
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