Extreme Value Theory and Value at Risk

By V. Fernandez. 2003

70 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/949d871db5eaf5619c648b6b2211c1400240ca58

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1. Pilar Abad
2. Carmen López
3. Sonia Benito

Citations in the corpus

• A comprehensive review of Value at Risk methodologies (2014, result): “…Zikovic and Aktan (2009) × × × × Giamouridis and Ntoula (2009) × × × × × Angelidis et al. (2007) × × × × × Tolikas et al. (2007) × × × × Alonso and Arcos (2006) × × × × Bao et al. (2006) × × × × × × × Bhattacharyya and Ritolia (2008) × × × Kuester et al. (2006) × × × × × × × Bekiros and…”