Results

eNauka >  Results >  A closer examination of the extreme value theory model in value at risk assesment
Title: A closer examination of the extreme value theory model in value at risk assesment
Authors: Đaković, Vladimir Đ.  ; Anđelić, Goran B.  ; Ralević, Nebojša M.  ; Glišović, Nataša S.
Issue Date: 2014
Publication: 3rd International Conference, Contemporary problems of mathematics, mechanics and informatics (CPMII 2014)
Publisher: Novi Pazar : Univerzitet
Type: Conference Paper
ISBN: 978-86-86893-67-3 Search Idenfier
Collation: str. 82-86
URI: https://enauka.gov.rs/handle/123456789/436770
Metadata source: Migrirano iz RIS podataka
Availability note: Пуни текст није јавно доступан
M-category: 
Mp. category will be shown later

Find the DOI


Google ScholarTM

Items in eNauka are protected by copyright, with all rights reserved, unless otherwise indicated.