INSTITUTE OF APPLIED MATHEMATICS
  • 2006:
    1. High Volatility, Heavy Tails And Extreme Values in Value At Risk Estimation. A. Kısacık. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Kisacik2006,
        author        = {Ayşe Kısacık},
        title         = {High Volatility, Heavy Tails And Extreme Values in Value At Risk Estimation},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
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