The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for tail related risk measures.

In this paper we use high-frequency multivariate data and attempt to model the joint distribution (dependence structure) of daily KSE-100 returns, S&P 500 and SSE 180 index. We compute portfolio Value at Risk (VaR) using Archimedean copula for three multivariate models, which were used to model...

The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani financial data. It also introduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing financial models for tail related risk measures.

Developing countries? lack of healthcare facilities particularly in rural areas has been the major problem for their population. In Pakistan, 65% of population lives in rural areas. The patients from these areas are unable to interact with the health specialists for their particular diseases....

The situation of health care in Pakistan is below the international standards due to scarcity and unavailability of specialists. Moreover the patients do not have access to proper specialists because they live in remote areas and cannot afford the high ailment expenditures. The use of...

Free trade theory of the international macroeconomics suggests, it will improve international trade conditions in form of improvements in terms of trade through promoting productivity in export oriented industries. The paper investigates the dynamic causality for exchange rates and foreign...

This paper investigates relationship between information communication technology (ICT), economic growth and electricity consumption using data of UAE over the period of 1975- 2011.We have tested the unit properties of variables and the Bayer and Hanck combined cointegration approach for long...

This paper revisits the relationship between financial development and economic growth in Bangladesh by incorporating trade openness in production function using quarter frequency data over the period of 1976-2012. We applied combined Bayer-Hanck cointegration to examine cointegration amongst...

The objective of this study is to determine the level of application and perception of finance executives and analysts regarding the investment appraisal techniques in Pakistani corporate sector in the light of theory. This study also investigates the major constraints on capital investment....

This paper revisits the relationship between financial development and economic growth in Bangladesh by incorporating trade openness in production function using quarter frequency data over the period of 1976-2012. We applied combined Bayer-Hanck cointegration to examine cointegration amongst...