Measuring financial risk using extreme value theory: evidence from pakistan
Year of publication: |
2011-01-04
|
---|---|
Authors: | Qayyum, Abdul ; Nawaz, Faisal |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 31.2011, 1, p. 2-2
|
Publisher: |
AccessEcon |
Subject: | Extreme Value Theory | Value at Risk | Financial Risk Management | Financial Risk Modeling | Financial Time Series |
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