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عنوان
High Volatility,Thick tails and Extreme Value Theory in Value-at-Risk estimation
پدید آورنده
موضوع
Value at risk,Extreme value theory,GARCH model
رده
کتابخانه
Insurance Research Institute Library
محل استقرار
استان:
Tehran
ـ شهر:
Tehran
تماس با کتابخانه :
021
-
22092265
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
cd30
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
High Volatility,Thick tails and Extreme Value Theory in Value-at-Risk estimation
General Material Designation
[CD]
Subsequent Statement of Responsibility
; Ghadir Mahdavi
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Allameh Tabatabai University،E.C.O college of Insurance
Date of Publication, Distribution, etc.
: 2011.
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic - Compact Disk
UNIFORM TITLE
Majedi,Zahra
TOPICAL NAME USED AS SUBJECT
Value at risk
Extreme value theory
GARCH model
ORIGINATING SOURCE
Country
ایران
LOCATION AND CALL NUMBER
Call Number
R T20
old catalog
ec
VL
1
a
Y
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