Title of article
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Author/Authors
RamazanGençay، نويسنده , , FarukSelçuk، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
17
From page
287
To page
303
Keywords
Nonlinear tail forecasts , Value-at-Risk , Extreme value theory , Financial risk management
Journal title
International Journal of Forecasting
Serial Year
2004
Journal title
International Journal of Forecasting
Record number
179089
Link To Document