Browsing by Subject "Backtesting%2C Extreme Value Theory %28EVT%29%2C Financial Risk Management %28FRM%29%2C GARCH Models%2C Peak-Over-Threshold %28POT%29 and Value-at-Risk %28VaR%29"
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Browsing by Subject "Backtesting%2C Extreme Value Theory %28EVT%29%2C Financial Risk Management %28FRM%29%2C GARCH Models%2C Peak-Over-Threshold %28POT%29 and Value-at-Risk %28VaR%29"