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Extreme value theory and value-at-risk : relative performance in emerging markets
Gençay, Ramazan; Selçuk, Faruk - In: International journal of forecasting 20 (2004) 2, pp. 287-303
Persistent link: https://www.econbiz.de/10002033493
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Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Gençay, Ramazan; Selçuk, Faruk - In: International journal of forecasting 20 (2004) 2, pp. 287-304
Persistent link: https://www.econbiz.de/10006964439
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Software reviews
Gençay, Ramazan; Selçuk, Faruk - In: International journal of forecasting 17 (2001) 2, pp. 305-316
Persistent link: https://www.econbiz.de/10006979620