Since 2014
Value At Risk, Minimum Capital Requirement And The Use Of Extreme Value Distributions: An Application To BRICS Markets
International Business & Economics Research Journal
View Archive Info| Field | Value | |
| Title |
Value At Risk, Minimum Capital Requirement And The Use Of Extreme Value Distributions: An Application To BRICS Markets
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| Creator |
Muteba Mwamba, John
Beytell, Donovan |
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| Subject |
Extreme Value Theory; Generalised Pareto Distribution; Backtesting; Basel II Green Zone
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| Description |
—
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| Publisher |
The Clute Institute
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| Date |
2014-12-30
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
https://www.cluteinstitute.com/ojs/index.php/IBER/article/view/9037
10.19030/iber.v14i1.9037 |
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| Source |
International Business & Economics Research Journal (IBER); Vol 14 No 1 (2015); 135-144
2157-9393 1535-0754 10.19030/iber.v14i1 |
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| Language |
eng
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| Relation |
https://www.cluteinstitute.com/ojs/index.php/IBER/article/view/9037/9033
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