Determining value at risk using extreme value theory on a financial data set (Q6599554)
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scientific article; zbMATH DE number 7908057
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| English | Determining value at risk using extreme value theory on a financial data set |
scientific article; zbMATH DE number 7908057 |
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Determining value at risk using extreme value theory on a financial data set (English)
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6 September 2024
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extreme value theory
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block maxima
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peak over the threshold method
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risk measures
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Macedonian stock exchange
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MB10 index
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