Measuring market risk using extreme value theory
Jose Oliver Q. Suaiso and Dennis S. Mapa
| Year of publication: |
2009
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| Authors: | Suaiso, Jose Oliver Q. ; Mapa, Dennis S. |
| Published in: |
The Philippine review of economics : a joint publication of the University of the Philippines, School of Economics and the Philippine Economic Society. - Quezon City, ISSN 1655-1516, ZDB-ID 20442245. - Vol. 46.2009, 2, p. 91-121
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009940692