✦ LIBER ✦

Estimation of Value at Risk by Extreme Value Methods

✍ Scribed by Sarah Lauridsen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of Value-at-Risk by extreme v

✍ Stelios D. Bekiros; Dimitris A. Georgoutsos 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 630 KB

Semiparametric estimation of Value at Ri

✍ Jianqing Fan; Juan Gu 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 247 KB

Predicting extreme value at risk: Nonpar

✍ Julia Schaumburg 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 433 KB

From value at risk to stress testing: Th

✍ François M Longin 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 486 KB

A comparison of extreme value theory app

✍ C. Brooks; A.D. Clare; J.W. Dalle Molle; G. Persand 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 146 KB

EXTREME VALUE AT RISK: A SCENARIO FOR RI

✍ ALAIN KABUNDI; JOHN MWAMBA MUTEBA 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 353 KB