Long run peso/dollar exchange rates and extreme value behavior Value at Risk modeling

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Bibliographische Detailangaben
Veröffentlicht in:The North American journal of economics and finance
1. Verfasser: Jesús, Raúl de (VerfasserIn)
Weitere Verfasser: Ortiz, Edgar (VerfasserIn), Cabello, Alejandra (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
VaR > Extreme value theory > Exchange rates risk > Emerging markets risk > Aufsatz in Zeitschrift
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