Investigate the effect of applying extreme value theory to the volatility adjusted results in Section 13.3 with

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Investigate the effect of applying extreme value theory to the volatility adjusted results in Section 13.3 with u = 350.

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Risk Management and Financial Institutions

ISBN: 978-1118955949

4th edition

Authors: Hull John

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Question Posted: Jul 30, 2015 03:10 AM

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Investigate the effect of applying extreme value theory to the volatility adjusted results in Section 13.3 with

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Risk Management and Financial Institutions

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