Department of Business Administration, Athens University of Economics and Business, Athens, Greece
IPAG Business School, France and Department of Business Administration, Athens University of Economics and Business, Athens, Greece
Department of Finance & Auditing, Technological Educational Institute of Epirus, Preveza, Greece
Copyright © 2015 Anastassios A. Drakos, Georgios P. Kouretas, Leonidas Zarangas et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Drakos, A. A., Kouretas, G. P., & Zarangas, L. (2015) Predicting Conditional Autoregressive Value-at-Risk for Stock Markets during Tranquil and Turbulent Periods.
Journal of Financial Risk Management,
4, 168-186. doi:
10.4236/jfrm.2015.43014.