Article Comments

Contributions from readers on our articles are very welcome. This form will let us retrieve the current data in the database and allows us to consider your comments.

Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation
Ahmed Ghorbel, Abdelwahed Trabelsi
International Journal of Monetary Economics and Finance (IJMEF), 2008 Vol.1 No.2, pp.121 - 148
5 - 15 =

Thank you for your feedback.