A conditional extreme value approach to value-at-risk estimation with exchangeable innovations
| Main Authors: | Huang, Chun-Kai (Karl), North, Delia, Zewotir, Temesgen |
|---|---|
| Format: | Proceeding |
| Bahasa: | eng |
| Terbitan: |
, 2016
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| Subjects: | |
| Online Access: |
https://zenodo.org/record/3358330 |