Non stationary extreme value theory applied to market risk in the U.S.

Additional Metadata
Keywords	Extreme value theory; Value-at-Risk; LASSO; Markov-switching
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/62087
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Volker, T.J.H.M. (2022, May 31). Non stationary extreme value theory applied to market risk in the U.S.. Econometrie. Retrieved from http://hdl.handle.net/2105/62087

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