High volatility, thick tails and extreme value theory in value-at-risk estimation. (Q1423365): Difference between revisions

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Latest revision as of 14:59, 6 June 2024

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High volatility, thick tails and extreme value theory in value-at-risk estimation.
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    High volatility, thick tails and extreme value theory in value-at-risk estimation. (English)
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    14 February 2004
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    Value-at-risk
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    Financial risk management
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    Extreme value theory
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