A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets

Nevruz E., Şahin Ş.

The 18th International Congress on Insurance: Mathematics and Economics, Shanghai, China, 10 - 12 July 2014, pp.141

  • Publication Type: Conference Paper / Summary Text
  • City: Shanghai
  • Country: China
  • Page Numbers: pp.141
  • Hacettepe University Affiliated: Yes