Extreme value theory and Value-at-Risk: Relative performance in emerging markets
| Year of publication: |
2004
|
|---|---|
| Authors: | Gencay, Ramazan ; Selcuk, Faruk |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 2, p. 287-303
|
| Publisher: |
Elsevier |