Value-at-risk and extreme value distributions for financial returns

Tolikas, Konstantinos ORCID: https://orcid.org/0000-0001-8281-0709 2008. Value-at-risk and extreme value distributions for financial returns. Journal of Risk 10 (3) , pp. 31-77.

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Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Schools > Business (Including Economics)
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HG Finance
Publisher:	Incisive Media Investments
Related URLs:	Publisher
Last Modified:	20 Oct 2022 09:57
URI:	https://orca.cardiff.ac.uk/id/eprint/33648

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