Predictive performance of conditional Extreme Value Theory...

Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation

Ghorbel, Ahmed, Trabelsi, Abdelwahed
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Volume:
1
Year:
2008
Language:
english
Journal:
International Journal of Monetary Economics and Finance
DOI:
10.1504/IJMEF.2008.019218
File:
PDF, 462 KB
english, 2008
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