Using extreme value theory to estimate value‐at‐risk

Martin Odening and Jan Hinrichs

Agricultural Finance Review, 2002, vol. 63, issue 1, 55-73

Abstract: Keywords: Extreme Value Theory, Hog production, Risk, Value‐at‐Risk

Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:eme:afrpps:00215000380001141

DOI: 10.1108/00215000380001141

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