Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates"
written by Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu,
published by Journal of Mathematical Finance, Vol.7 No.4, 2017

has been cited by the following article(s):

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