Pages that link to "Item:Q2879028"

The following pages link to Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028):

Displaying 2 items.

• Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
• How does the choice of Value-at-Risk estimator influence asset allocation decisions? (Q4619539) (← links)