Open AccessExtreme Value Modelling for Measuring Financial Risk with Application to Selected Philippine Stocks
Author(s) -
Velasco AAF,
Lapuz DKP
Publication year - 2018
Publication title -
journal of applied and computational mathematics
Language(s) - English
Resource type - Journals
ISSN - 2168-9679
DOI - 10.4172/2168-9679.1000404
Subject(s) - value at risk , extreme value theory , business , financial risk , value (mathematics) , finance , actuarial science , economics , risk management , mathematics , statistics
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