fİnansal rİsklerİn uÇ deĞer kurami İle ÖlÇÜlmesİ

Clicks: 103
ID: 259718
2012
Free PDF
Article Quality & Performance Metrics
Overall Quality Improving Quality
0.0 /100
Combines engagement data with AI-assessed academic quality
AI Quality Assessment
Not analyzed
Abstract
The extreme values in financial markets have been investigated in this study by using two different methods of extreme value theory: block maxima method and peaks over threshold method. Value at Risk, expected shortfall and return level are the risk tools that are taken benefit for risk analysis. Risks of an investor that has a position on IMKB-100 return index have been analyzed by measuring risk values for different percentages and performances of the methods have been compared
Reference Key
arik2012anadolufnansal Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Ayse ARIK;Basak BULUT;Meral SUCU
Journal Turk Kardiyoloji Dernegi arsivi : Turk Kardiyoloji Derneginin yayin organidir
Year 2012
DOI
DOI not found
URL
http://dergipark.gov.tr/aubtda/issue/3038/42154?publisher=anadolu
Keywords
extreme value theory civil engineering (general)technology (general) -

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

Comments

No comments yet. Be the first to comment on this article.