Long run peso/dollar exchange rates and extreme value behavior : Value at Risk modeling
Raúl de Jesús; Edgar Ortiz, Edgar Ortiz
| Year of publication: |
2013
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|---|---|
| Authors: | Jesús, Raúl de ; Ortiz, Edgar ; Cabello, Alejandra |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 24.2013, p. 139-152
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| Subject: | VaR | Extreme value theory | Exchange rates risk | Emerging markets risk | Risikomaß | Risk measure | Wechselkurs | Exchange rate | Schwellenländer | Emerging economies | Risikomanagement | Risk management | Währungsrisiko | Exchange rate risk | Ausreißer | Outliers | Theorie | Theory | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection |
| 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/10009739669