Genay Ramazan

Ramazan Genay

Information about the author Ramazan Genay will soon be added to the site.
Found 1 papers in total
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
Extreme value theory and Value-at-Risk: Relative performance in emerging markets
2004
In this paper, we investigate the relative performance of Value-at-Risk (VaR) models...
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