Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
Year of publication: |
2010
|
---|---|
Authors: | Ozun, Alper ; Cifter, Atilla ; Yilmazer, Sait |
Published in: |
Journal of Risk Finance. - Emerald Group Publishing. - Vol. 11.2010, February, 2, p. 164-179
|
Publisher: |
Emerald Group Publishing |
Subject: | Emerging markets | Risk assessment | Stock exchanges | Stock returns | Turkey |
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