Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
Year of publication: |
2010
|
---|---|
Authors: | Ozun, Alper ; Cifter, Atilla ; Yılmazer, Sait |
Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 11.2010, 2, p. 164-179
|
Subject: | Aktienindex | Stock index | Volatilität | Volatility | Risikomaß | Risk measure | Ausreißer | Outliers | Türkei | Turkey | 2002-2007 |
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