Estimating inflation-at-risk (IaR) using extreme value theory (EVT)
Edward P. Santos; Dennis S. Mapa; Eloisa T. Glindro
| Year of publication: |
2010
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|---|---|
| Authors: | Santos, Edward P. ; Mapa, Dennis S. ; Glindro, Eloisa T. |
| Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 2044224-5. - Vol. 47.2010, 2, p. 21-40
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| Subject: | Inflationsrate | Inflation rate | Risikomaß | Risk measure | Ausreißer | Outliers | Schätzung | Estimation | Philippinen | Philippines | 1958-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009533839