مرکز منطقه ای اطلاع رساني علوم و فناوري - Varying the VaR for unconditional and conditional environments

Title of article :

Varying the VaR for unconditional and conditional environments

Author/Authors :

John Cotter، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1338

To page :

1354

Keywords :

VALUE AT RISK , Extreme value theory , Conditional risk , GARCH filter

Journal title :

Journal of International Money and Finance

Serial Year :

2007

Journal title :

Journal of International Money and Finance

Record number :

191630

Link To Document :