Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Year of publication: |
2004
|
---|---|
Authors: | Gencay, Ramazan ; Selcuk, Faruk |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 2, p. 287-303
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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