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DPOT
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3
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1
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
Jimenez-Martin, Juan-Angel
;
McAleer, Michael
;
Amaral, …
-
2013
sample period for comparison. These extreme value models include
DPOT
and Conditional EVT. Such models might be expected to …
Persistent link: https://www.econbiz.de/10010326321
Saved in:
2
GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
3
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
Jimenez-Martin, Juan-Angel
;
McAleer, Michael
;
Amaral, …
-
Tinbergen Instituut
-
2013
period for comparison. These extreme value models include
DPOT
and Conditional EVT. Such models might be expected to be …
Persistent link: https://www.econbiz.de/10011256711
Saved in:
4
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
McAleer, Michael
;
Santos, Santos, P.A.
;
Jimenez-Martin, …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2011
extreme value forecasting models and by extending the sample period for comparison. These extreme value models include
DPOT
…
Persistent link: https://www.econbiz.de/10010837823
Saved in:
5
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
Jimenez-Martin, Juan Angel Jimenez Martin
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
extreme value forecasting models and by extending the sample period for comparison. These extreme value models include
DPOT
…
Persistent link: https://www.econbiz.de/10009194560
Saved in:
6
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
McAleer, Michael
;
Santos, Paulo Araújo
; …
-
Institute of Economic Research, Kyoto University
-
2011
extreme value forecasting models and by extending the sample period for comparison. These extreme value models include
DPOT
…
Persistent link: https://www.econbiz.de/10009197200
Saved in:
7
GFC-robust risk management under the Basel Accord using extreme value methodologies
Jimenez-Martin, Juan-Angel
;
McAleer, Michael
; …
- In:
Mathematics and Computers in Simulation (MATCOM)
94
(
2013
)
C
,
pp. 223-237
the mean. These extreme value models include
DPOT
and Conditional EVT. Such models might be expected to be useful in …
Persistent link: https://www.econbiz.de/10011050263
Saved in:
8
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
Department of Economics and Finance, College of …
-
2011
extreme value forecasting models and by extending the sample period for comparison. These extreme value models include
DPOT
…
Persistent link: https://www.econbiz.de/10009207375
Saved in:
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