Measuring Financial Risk using Extreme Value Theory: evidence from Pakistan
The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani nancial data. It also in- troduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing nancial models for tail related risk measures.
|Date of creation:||2010|
|Date of revision:|
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Web page: https://mpra.ub.uni-muenchen.de
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