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~isPartOf:"Economics letters"
~isPartOf:"IZA Discussion Papers"
~person:"Feng, Xingdong"
~subject:"Schätztheorie"
~subject:"counterfactual decomposition"
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Estimation of extreme value-at-risk : an EVT approach for quantile GARCH model
Yi, Yanping
;
Feng, Xingdong
;
Huang, Zhuo
- In:
Economics letters
124
(
2014
)
3
,
pp. 378-381
Persistent link: https://www.econbiz.de/10010495168
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