Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Faruk Seluk
Information about the author Faruk Seluk will soon be added to the site.
Found
1 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
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...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
