Time Series Modeling of Extreme Losses Values Based on a Spectral Analysis Approach
Objective: Because data analysis for modeling extreme values in financial literature is of interest to researchers and in financial markets and is considered by market risk managers, identifying new and appropriate approaches can provide analysts with insight into predicting very rare events. Anal...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2021-02-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_80202_79aeac18dba3000e708ee40dae832a0d.pdf |