Results 201 to 210 of about 23,197 (229)
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Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection
Mathematics, 2020Małgorzata Just, Krzysztof Echaust
exaly
Evt Caviar (Var Forecasts for Korea Treasurybonds Via Evt and Caviar Models)
SSRN Electronic Journal, 2018openaire +1 more source
Identification and characterization of related substances in EVT-401 by hyphenated LC–MS techniques
Journal of Pharmaceutical Analysis, 2017Min Song, Taijun Hang
exaly
Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach
International Journal of Forecasting, 2019Madhusudan Karmakar, Samit Paul
exaly
Measuring quantile risk hedging effectiveness: a GO-GARCH-EVT-copula approach
Applied Economics, 2020Madhusudan Karmakar
exaly

