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~subject:"Conditional extreme value theory"
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Conditional extreme value theory
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EconoQuantum : Revista de Economía y Negocios
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Medición del riesgo de la cola en el mercado del petróleo mexicano aplicando la teoría de valores extremos condicional
De Jesús Gutiérrez, Raúl
;
Ortiz Calisto, Edgar
; …
- In:
EconoQuantum : Revista de Economía y Negocios
13
(
2016
)
2
,
pp. 77-98
Persistent link: https://www.econbiz.de/10011560875
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Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
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