A closer examination of the extreme value theory model in value at risk assesment

ĐAKOVIĆ, VLADIMIR Đ.; Anđelić, Goran B.; RALEVIĆ, NEBOJŠA M.; Glišović, Nataša S.

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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:	State University of Novi Pazar
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
M-category:	Mp. category will be shown later

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