Investigate the effect of applying extreme value theory to the volatilityadjusted results in Section 14.3 with u

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Investigate the effect of applying extreme value theory to the volatilityadjusted results in Section 14.3 with u = 350.

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Risk Management And Financial Institutions

ISBN: 9781118269039

3rd Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:01 AM

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Investigate the effect of applying extreme value theory to the volatilityadjusted results in Section 14.3 with u

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Risk Management And Financial Institutions

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