Showing 1 - 10 of 19,785
financial econometrics literature have developed several models based on Extreme Value Theory (EVT) to carry out these tasks …
Persistent link: https://www.econbiz.de/10011866456
There appears to be a consensus that the recent instability in global financial markets may be attributable in part to the failure of financial modeling. More specifically, current risk models have failed to properly assess the risks associated with large adverse stock price behavior. In this...
Persistent link: https://www.econbiz.de/10008653556
Persistent link: https://www.econbiz.de/10011392904
Persistent link: https://www.econbiz.de/10013203032
Persistent link: https://www.econbiz.de/10012792861
Persistent link: https://www.econbiz.de/10012665261
Persistent link: https://www.econbiz.de/10012437952
Persistent link: https://www.econbiz.de/10011567980
Persistent link: https://www.econbiz.de/10011572339
Persistent link: https://www.econbiz.de/10012102459