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The new hybrid value at risk approach based on the extreme value theory

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Dettagli Bibliografici
Autore principale:	Nikola Radivojevi
Natura:	Artículo científico
Lingua:	en
Pubblicazione:	Universidad de Chile 2016
Soggetti:	Economía y Finanzas market risk Value at Risk emerging markets Expected Shortfall Extreme Value Theory
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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