Value at Risk Estimation for Heavy Tailed Distributions
Year of publication: |
2014
|
---|---|
Authors: | Gammoudi, Imed ; BelKacem, Lotfi ; Ghourabi, Mohamed El |
Published in: |
The International Journal of Business and Finance Research. - Vol. 8.2014, 3, p. 109-125
|
Subject: | Risk Management | Extreme Value Theory | Non-linear Models | Backtesting | Stock Market Index |
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