Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey

Author: Ozun Alper   Cifter Atilla   Yilmazer Sait  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.11, Iss.2, 2010-01, pp. : 164-179

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Abstract