Value at risk and conditional extreme value theory via markov regime switching models
| Year of publication: |
2008
|
|---|---|
| Authors: | Samuel, Yau Man Ze-to |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 2, p. 155-181
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