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Browsing by Subject "Backtesting, Extreme Value Theory (EVT), Financial Risk Management (FRM), GARCH Models, Peak-Over-Threshold (POT) and Value-at-Risk (VaR)"

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Title: Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates Author: Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi Date: 2017-11-02

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