AFS 2016

del 20 al 21 de October del 2016

Las Vegas, Nevada

A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk (VaR)

jueves, el 20 de octubre de 2016 a las 15:30–16:45 PDT

Parlor C

Lead & Corresponding Author

Longqing Li, Suffolk University

Additional Authors

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