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This study applies Extreme Value Theory in calculating Value-at-Risk (VaR) of portfolios consisting ...
This paper presents two applications of Extreme Value Theory (EVT) to financial markets: computation...
If a financial organization flops it can impose an externality nationwide as a whole. A bank's finan...
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakista...
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakista...
Many fields of modern science and engineering have to deal with events which are rare but have signi...
port from the Swiss National Science Foundation (project 12–5248.97) is gratefully acknowledged. Man...
This article reviews methods from extreme value analysis with applications to risk assessment in fin...
Extreme price movements associated with tail returns are catastrophic for all investors and it is ne...
The extreme values in financial markets have been investigated in this study by using two different ...
The study proposes that the Non-Performing Loans (NPLs) is a rare event. Consequently, this study pr...
The study proposes that the Non-Performing Loans (NPLs) is a rare event. Consequently, this study pr...
The purpose of this paper is to inspect whether Financial risk influence FDI in Pakistan economy. In...
none2noOne of the key components of financial risk management is risk measurement. This typically re...
High movements of asset prices constitute intrinsic elements of financial crises. There is a common ...
This study applies Extreme Value Theory in calculating Value-at-Risk (VaR) of portfolios consisting ...
This paper presents two applications of Extreme Value Theory (EVT) to financial markets: computation...
If a financial organization flops it can impose an externality nationwide as a whole. A bank's finan...
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakista...
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakista...
Many fields of modern science and engineering have to deal with events which are rare but have signi...
port from the Swiss National Science Foundation (project 12–5248.97) is gratefully acknowledged. Man...
This article reviews methods from extreme value analysis with applications to risk assessment in fin...
Extreme price movements associated with tail returns are catastrophic for all investors and it is ne...
The extreme values in financial markets have been investigated in this study by using two different ...
The study proposes that the Non-Performing Loans (NPLs) is a rare event. Consequently, this study pr...
The study proposes that the Non-Performing Loans (NPLs) is a rare event. Consequently, this study pr...
The purpose of this paper is to inspect whether Financial risk influence FDI in Pakistan economy. In...
none2noOne of the key components of financial risk management is risk measurement. This typically re...
High movements of asset prices constitute intrinsic elements of financial crises. There is a common ...
This study applies Extreme Value Theory in calculating Value-at-Risk (VaR) of portfolios consisting ...
This paper presents two applications of Extreme Value Theory (EVT) to financial markets: computation...
If a financial organization flops it can impose an externality nationwide as a whole. A bank's finan...