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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=179089
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