Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation
NAGIOS: RODERIC FUNCIONANDO

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

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Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

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Furió Ortega, María Dolores; Climent Diranzo, Francisco José
This document is a artículoDate2013

Este documento está disponible también en : http://hdl.handle.net/10550/36991

    Furió Ortega, Dolores Climent Diranzo, Francisco José 2013 Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation Quantitative Finance 1 45 63
http://dx.doi.org/10.1080/14697688.2012.696679

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