Challenges in the application of extreme value theory in emerging markets : a case study of Pakistan
Jamshed Y. Uppal and Syeda Rabab Mudakkar
| Year of publication: |
2014
|
|---|---|
| Authors: | Uppal, Jamshed Y. ; Mudakkar, Syeda Rabab |
| Published in: |
Risk management post financial crisis : a period of monetary easing. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-027-8. - 2014, p. 417-437
|
| Subject: | Ausreißer | Outliers | Risikomaß | Risk measure | ARCH-Modell | ARCH model | Finanzkrise | Financial crisis | Theorie | Theory | Pakistan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Fallstudie ; Case study |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010430620