Risk measurement under extreme events. An in-context methodological review
Year of publication: |
2012
|
---|---|
Authors: | Uribe, Jorge ; Ulloa, Inés |
Published in: |
Lecturas de Economía. - Departamento de Economía, ISSN 0120-2596. - 2012, 76, p. 87-117
|
Publisher: |
Departamento de Economía |
Subject: | Value at risk | expected tail loss | extreme value theory | Latin American stock markets | extreme risks |
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