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Assessing the diversification risk of a single equity market : evidence from the largest European stock indexes
Nuhiu, Artor, (2022)
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man, (2022)
Star-shaped acceptability indexes
Righi, Marcelo Brutti, (2024)
From value at risk to stress testing : the extreme value approach
Longin, François M., (2000)
The asymptotic distribution of extreme stock market returns
Longin, François M., (1996)
Beyond the VaR
Longin, François M., (2001)