How well Value at Risk and Average Value at Risk methods perform under Black Swan events

Additional Metadata
Keywords	Black Swan; Value at Risk; Average Value at Risk; VaR; AVaR; heavy tail distribution; Covid-19
Thesis Advisor	Muslimova, D
Persistent URL	hdl.handle.net/2105/66946
Series	Business Economics
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	Lipski, V.A.G. (2023, August 8). How well Value at Risk and Average Value at Risk methods perform under Black Swan events. Business Economics. Retrieved from http://hdl.handle.net/2105/66946

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