Showing 1 - 10 of 21,549
Persistent link: https://www.econbiz.de/10011663878
Persistent link: https://www.econbiz.de/10013332682
Persistent link: https://www.econbiz.de/10010209078
Persistent link: https://www.econbiz.de/10010497517
Accurate prediction of the frequency of extreme events is of primary importance in many financialapplications such as Value-at-Risk (VaR) analysis. We propose a semi-parametric method for VaRevaluation. The largest risks are modelled parametrically, while smaller risks are captured by the...
Persistent link: https://www.econbiz.de/10010533206
Persistent link: https://www.econbiz.de/10011960151
Persistent link: https://www.econbiz.de/10012051863
Persistent link: https://www.econbiz.de/10011707065
Persistent link: https://www.econbiz.de/10012173924
Persistent link: https://www.econbiz.de/10013175261