Título:

High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables

Autores:

Paulo Araújo Santos (U Lisboa)
Isabel Fraga Alves (U Lisboa)
Shawkat Hammoudeh (Drexel U)

Revista:

North American Journal Of Economics And Finance

Ano:

2013

Volume:

26

Páginas:

487-496

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G32 - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure