Extreme value theory and value-at-risk : relative performance in emerging markets
Ramazan Gençay; Faruk Selçuk
| Year of publication: |
2004
|
|---|---|
| Authors: | Gençay, Ramazan ; Selçuk, Faruk |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 2, p. 287-303
|
| Subject: | Schwellenländer | Emerging economies | Theorie | Theory | Risikomaß | Risk measure |
| 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/10002033493