Showing 1 - 10 of 105
Persistent link: https://www.econbiz.de/10008661438
Persistent link: https://www.econbiz.de/10003832802
Persistent link: https://www.econbiz.de/10003832804
Persistent link: https://www.econbiz.de/10003466478
Persistent link: https://www.econbiz.de/10003466484
Persistent link: https://www.econbiz.de/10011415396
Using daily observations of the index and stock market returns for the Peruvian case from January 3, 1990 to May 31, 2013, this paper models the distribution of daily loss probability, estimates maximum quantiles and tail probabilities of this distribution, and models the extremes through a...
Persistent link: https://www.econbiz.de/10011689643
Persistent link: https://www.econbiz.de/10008798938
Persistent link: https://www.econbiz.de/10001642482