Title of article
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
Author/Authors
Stelios D. Bekiros، نويسنده , , Dimitris A. Georgoutsos، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
20
From page
209
To page
228
Keywords
Value-at-Risk , Extreme value theory , Backtesting
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2005
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189724
Link To Document