Effectiveness of copula-extreme value theory in estimating...

Review of Quantitative Finance and Accounting 2012 / 11 Vol. 39; Iss. 4

Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets

Chun-Pin Hsu, Chin-Wen Huang, Wan-Jiun Paul Chiou
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Volume:
39
Language:
english
DOI:
10.1007/s11156-011-0261-0
Date:
November, 2012
File:
PDF, 684 KB
english, 2012
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