A coupling of extreme-value theory and volatility updating with value-at-risk estimation in emerging markets : a South African test
Anthony J. Seymour; Daniel A. Polakow
| Year of publication: |
2003
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|---|---|
| Authors: | Seymour, Anthony J. ; Polakow, Daniel A. |
| Published in: |
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society. - Camden, NJ, ISSN 1096-1879, ZDB-ID 14185507. - Vol. 7.2003, 1/2, p. 3-23
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| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009879257