文章基本信息

标题：Measuring financial risk using extreme value theory: evidence from pakistan
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作者：Abdul Qayyum Dr ; Faisal Nawaz
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2011
卷号：31
期号：1
页码：A2
出版社：Economics Bulletin
摘要：The purpose of the paper is to show some methods of extreme value theory through analysis of Pakistani financial data. It also introduced the fundamental of extreme value theory as well as practical aspects for estimating and assessing financial models for tail related risk measures