Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
| Year of publication: |
2010
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|---|---|
| Authors: | Ozun, Alper ; Cifter, Atilla ; Yilmazer, Sait |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bradford [u.a.] : Emerald, ISSN 1526-5943, ZDB-ID 20888971. - Vol. 11.2010, 2 (1.1.), p. 164-180
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