Showing 61 - 70 of 106,572
Persistent link: https://www.econbiz.de/10003924421
Persistent link: https://www.econbiz.de/10011419292
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/10011349501
Persistent link: https://www.econbiz.de/10009729103
Persistent link: https://www.econbiz.de/10010224698
Persistent link: https://www.econbiz.de/10011529632
Persistent link: https://www.econbiz.de/10011547074
Persistent link: https://www.econbiz.de/10011559372
Persistent link: https://www.econbiz.de/10011564809