Evaluating risk in precious metal prices with generalised lambda, generalised Pareto and generalised extreme value distributions (Q4687115)
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scientific article; zbMATH DE number 6951482
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| English | Evaluating risk in precious metal prices with generalised lambda, generalised Pareto and generalised extreme value distributions |
scientific article; zbMATH DE number 6951482 |
Statements
10 October 2018
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expected shortfall
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generalised extreme value
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generalised lambda
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generalised Pareto
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precious metal returns
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value-at-risk
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0.7222381830215454
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0.7066102027893066
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0.7010114192962646
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0.6972274780273438
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0.6939933896064758
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