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  A comparison of extreme value theory approaches for determining value at risk
 
 
Title: A comparison of extreme value theory approaches for determining value at risk
Author: Brooks, C.
Clare, A.D.
Dalle Molle, J.W.
Persand, G.
Appeared in: Journal of empirical finance
Paging: Volume 12 (2005) nr. 2 pages 14 p.
Year: 2005
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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