Title: Value-at-Risk Modeling via the Peaks-Over-Threshold Approach

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Date: 2012-06-19 04:46:18 Generalized extreme value distribution Estimation theory Normal distribution Standard deviation Variance Statistical hypothesis testing Pareto distribution Skewness Extreme value theory Statistics Data analysis Actuarial science		Title: Value-at-Risk Modeling via the Peaks-Over-Threshold Approach Add to Reading List Source URL: www.bsp.gov.ph Download Document from Source Website File Size: 766,27 KB Share Document on Facebook

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