An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Author:
Funder
Fondo Nacional de Desarrollo Científico y Tecnológico
Agenția Națională pentru Cercetare și Dezvoltare
ANID
Publisher
Elsevier BV
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4. A generalized extreme value approach to financial risk measurement;Bali;J. Money Credit Bank.,2007
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