A Generalized Extreme Value Approach to Financial Risk Measurement
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DOI: 10.1111/j.1538-4616.2007.00081.x
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- Yannick Hoga, 2023. "The Estimation Risk in Extreme Systemic Risk Forecasts," Papers 2304.10349, arXiv.org.
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- Madhusudan Karmakar, 2013. "Estimation of tail‐related risk measures in the Indian stock market: An extreme value approach," Review of Financial Economics, John Wiley & Sons, vol. 22(3), pages 79-85, September.
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- Aranit Muja, 2018. "Extreme Value of Intraday Returns," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 7, November.
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- Hamid Mohtadi & Bryan S. Weber, 2021. "Catastrophe And Rational Policy: Case Of National Security," Economic Inquiry, Western Economic Association International, vol. 59(1), pages 140-161, January.
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