Title: Value-at-Risk Modeling via the Peaks-Over-Threshold Approach - Pareto - Document - PDFSEARCH.IO

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	Title: Value-at-Risk Modeling via the Peaks-Over-Threshold Approach Add to Reading List Document Date: 2012-06-19 04:46:18 Open Document File Size: 766,27 KB Share Result on Facebook City Revised Risk / / IndustryTerm computational algorithm / wellknown graphical tool / / MarketIndex PSE Composite / PSE / Philippine Stock Exchange Composite / / Organization Bangko Sentral ng Pilipinas / / Person Joselito Magadia / / Position Professor of Statistics Value-at-Risk Modeling / / Technology computational algorithm / / SocialTag Generalized extreme value distribution Estimation theory Normal distribution Standard deviation Variance Statistical hypothesis testing Pareto distribution Skewness Extreme value theory Statistics

Title: Value-at-Risk Modeling via the Peaks-Over-Threshold ApproachAdd to Reading List