DETERMINING VALUE AT RISK USING EXTREME VALUE THEORY ON A FINANCIAL DATA SET

Authors

  • Stevo Gjorgiev Author
  • Aneta Gacovska-Barandovska Author

DOI:

https://doi.org/10.37560/matbil23471039gj

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Published

2023-01-01

Issue

Vol. 47 No. 1 (2023): 47 (LXXIII) 1 (2023)

Section

Articles

How to Cite

[1]
S. Gjorgiev and A. Gacovska-Barandovska, “DETERMINING VALUE AT RISK USING EXTREME VALUE THEORY ON A FINANCIAL DATA SET”, Mat. Bilt., vol. 47, no. 1, Jan. 2023, doi: 10.37560/matbil23471039gj.