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

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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