VaR measuring models based on the extreme#br# value theory and empirical studies

YUAN Jun-qing,ZHANG Zhen-yu,WANG Li-tong,ZHOU Ming-hua

Journal of Zhejiang University of Technology ›› 2013, Vol. 41 ›› Issue (5) : 578-582.

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Journal of Zhejiang University of Technology ›› 2013, Vol. 41 ›› Issue (5) : 578-582.

VaR measuring models based on the extreme#br# value theory and empirical studies

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