A comparison of extreme value theory approaches for determining value at risk
| Year of publication: |
2005
|
|---|---|
| Authors: | Brooks, C. ; Clare, A.D. ; Dalle Molle, J.W. ; Persand, G. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 12.2005, 2, p. 339
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