Saša Stepanov

BAS, Belgrade

Belgrade

Serbia

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Scholarly Papers (1)

1.

The New Hybrid Value at Risk Approach Based on the Extreme Value Theory

Estudios de Economia., Vol. 43, No. 1, 2016
Number of pages: 24 Posted: 27 Jun 2016
Technical College of Applied Studies, Kragujevac, University of Novi Sad - Faculty of Technical Sciences and BAS, Belgrade
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Abstract:

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Value at Risk, Extreme Value Theory, Expected Shortfall, emerging markets, market risk