CONDITIONAL EXTREME VALUES THEORY AND TAIL-RELATED RISK MEASURES: EVIDENCE FROM LATIN AMERICAN STOCK MARKETS
de Jesús-Gutiérrez, Raúl, Santillán-Salgado, Roberto J.Volume:
9
Journal:
International Journal of Economics and Financial Issues
DOI:
10.32479/ijefi.7596
Date:
May, 2019
File:
PDF, 2.00 MB
2019