Effectiveness of copula-extreme value theory in estimating value-at-risk: empirical evidence from Asian emerging markets

By Chun-Pin Hsu, Chin-Wen Huang, Wan-Jiun Paul Chiou. 2012

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e039343e1a1ccb8fefb1dc3adcff793e423592e7