Konu "Extreme value theory." için listeleme

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  • Extreme value approach in analyzing stock returns in Istanbul Stock Exchange 
    Ünal, Gözde Erhan. (Thesis (Ph.D.)-Bogazici University. Institute for Graduate Studies in Social Sciences, 2006., 2006.)
    The study aims to model the tails of daily returns of securities being traded in ISE via techniques developed by Extreme Value Theory and compute VaR. The performances of classical VaR forecasting methods of Historical ...