A Comparison of the Extreme Value Theory and GARCH Models in terms of Risk Measures



Nevruz, Ezgi and Sahin, Sule ORCID: 0000-0003-4080-9165
(2018) A Comparison of the Extreme Value Theory and GARCH Models in terms of Risk Measures. Anales del Instituto de Actuarios Españoles/Annals of Spanish Institute of Actuaries.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 03 Dec 2018 15:01
Last Modified: 14 May 2022 07:18
DOI: 10.26360/2018_7
URI: https://livrepository.liverpool.ac.uk/id/eprint/3029196