Estimation of value-at-risk by extreme value and conventional methods : a comparative evaluation of their predictive performance
Year of publication: |
2005
|
---|---|
Authors: | Bekiros, Stelios D. ; Georgoutsos, Demetris A. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 15.2005, 3, p. 209-228
|
Subject: | Risikomanagement | Risk management | Risikomaß | Risk measure |
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