Yayın Detay

  • Title : STATIC AND DYNAMIC PREDICTIONS OF RISK VALUES (VaR) OF BANK STOCKS : PEAKS – OVER – THRESHOLD MODEL AND GENERALIZED AUTOREGRESSIVE SCORE MODELS
  • First Author : Engin BEKAR
  • Authors : -
  • Keywords : value at risk, POT, GAS, extreme values, forecasting
  • Basic Area : SAYISAL YÖNTEMLER
  • Page Id : 142-169
  • Rank Id : 11
  • Year : 2019
  • Volume :
  • DOI : 10.29228/ASOS.36752
    • Yayına Git