Showing 1 - 10 of 962
Persistent link: https://www.econbiz.de/10009301140
Persistent link: https://www.econbiz.de/10010512092
Persistent link: https://www.econbiz.de/10011422541
Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...
Persistent link: https://www.econbiz.de/10010533206
Persistent link: https://www.econbiz.de/10011377303
Persistent link: https://www.econbiz.de/10011380317
Persistent link: https://www.econbiz.de/10011382186
Persistent link: https://www.econbiz.de/10011300800
Persistent link: https://www.econbiz.de/10011301954
Persistent link: https://www.econbiz.de/10011339412