Extreme value theory and Value-at-Risk: Relative...

International Journal of Forecasting 2004 Vol. 20; Iss. 2

Extreme value theory and Value-at-Risk: Relative performance in emerging markets

Ramazan Gençay, Faruk Selçuk
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Volume:
20
Year:
2004
Language:
english
Pages:
17
DOI:
10.1016/j.ijforecast.2003.09.005
File:
PDF, 308 KB
english, 2004
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