Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
Alper Ozun, Atilla Cifter and Sait Yılmazer
| Year of publication: |
2010
|
|---|---|
| Authors: | Ozun, Alper ; Cifter, Atilla ; Yılmazer, Sait |
| Published in: |
Journal of risk finance : the convergence of financial products and insurance. - Bingley : Emerald Group Publishing Limited, ISSN 1526-5943, ZDB-ID 2088897-1. - Vol. 11.2010, 2, p. 164-179
|
| Subject: | Aktienindex | Stock index | Volatilität | Volatility | Risikomaß | Risk measure | Ausreißer | Outliers | Türkei | Turkey | 2002-2007 |
| 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/10003953354