LUP Statistics
Record
- Title
- The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
- Type
- Student Paper
- Publ. year
- 2012
- Author/s
- Kjellson, Benjamin; Koskinen Rosemarin, Simon
- Department/s
- Department of Economics
- In LUP since
- 2012-02-13
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