extreme value theory (evt)

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1
Extreme value modelling of Ghana stock exchange index.
Nortey, Ezekiel N N;Asare, Kwabena;Mettle, Felix Okoe;
2015 SpringerPlus DOI: 10.1186/s40064-015-1... 159 views
2
Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.
Bildirici, Melike;Ersin, Özgür;
2014 TheScientificWorldJournal DOI: 10.1155/2014/497941 220 views

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TheScientificWorldJournal
ISSN: 1537-744X 589 views
SpringerPlus
ISSN: 2193-1801 545 views

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expected shortfall generalized pareto distribution peak over threshold (pot) value at risk (var)