Value-at-risk: Applying the extreme value approach to Asian...

Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil

Lan-Chih Ho, Peter Burridge, John Cadle, Michael Theobald
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Volume:
8
Year:
2000
Language:
english
DOI:
10.1016/s0927-538x(00)00008-1
File:
PDF, 318 KB
english, 2000
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