Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
| Year of publication: |
2005
|
|---|---|
| Authors: | Bekiros, Stelios D. ; Georgoutsos, Dimitris A. |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 15.2005, 3, p. 209-228
|
| Publisher: |
Elsevier |