Volume 3, Issue 2, April 2014
Estimation of Value-at-Risk Measures in the Islamic Stock Market: Approach Based on Extreme Value Theory (EVT)
Haïfa Frad, Ezzeddine Zouari
Pages: 15-20     Published Online: Jul. 10, 2014
DOI: 10.11648/j.jwer.20140302.11
Abstract | Full-Text PDF (455KB)
View 2600                 Downloads 203
Browse journals by subject