Empirical Analysis of Value-at-Risk Estimation Methods Using Extreme Value Theory

Hong Wei TIAN;Yuan Rui ZHAN;Jun QIU

Systems Engineering - Theory & Practice ›› 2000, Vol. 20 ›› Issue (10) : 27-35.

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Systems Engineering - Theory & Practice ›› 2000, Vol. 20 ›› Issue (10) : 27-35. DOI: 10.12011/1000-6788(2000)10-27
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Empirical Analysis of Value-at-Risk Estimation Methods Using Extreme Value Theory

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2000, 20(10): 27-35 https://doi.org/10.12011/1000-6788(2000)10-27

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