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 APA Style APA-ALL Style AAA 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). Non stationary extreme value theory applied to market risk in the U.S. In Econometrie.http://hdl.handle.net/2105/62087

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