Value-at-risk: Applying the extreme value approach to Asian markets in the recent financial turmoil
| Year of publication: |
2000
|
|---|---|
| Authors: | Ho, Lan-Chih ; Burridge, Peter ; Cadle, John ; Theobald, Michael |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 8.2000, 2, p. 249-275
|
| Publisher: |
Elsevier |