High Quantiles Estimation with Quasi-Port and Dpot: An Application to Value-At-Risk for Financial Variables

AuthID
P-006-J9H
3
Author(s)
Document Type
Article
Year published
2013
Published
in NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, ISSN: 1062-9408
Volume: 26, Pages: 487-496 (10)
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Publication Identifiers
Scopus: 2-s2.0-84888437628
Wos: WOS:000328442700027
Source Identifiers
ISSN: 1062-9408
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