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Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Gençay, Ramazan
;
Selçuk, Faruk
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 287-304
Persistent link: https://www.econbiz.de/10006964439
Saved in:
2
Software reviews
Gençay, Ramazan
;
Selçuk, Faruk
- In:
International journal of forecasting
17
(
2001
)
2
,
pp. 305-316
Persistent link: https://www.econbiz.de/10006979620
Saved in:
3
Extreme value theory and value-at-risk : relative performance in emerging markets
Gençay, Ramazan
;
Selçuk, Faruk
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 287-303
Persistent link: https://www.econbiz.de/10002033493
Saved in:
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