Measuring Financial Risks of Some Emerging Markets by using Extreme Value Theory

Ayse Arik^*, Ezgi Nevruz, Uğur Karabey

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Original language	Other
Pages (from-to)	86-95
Number of pages	10
Journal	Journal of Statisticians: Statistics and Actuarial Sciences
Volume	6
Issue number	2
Publication status	Published - 2013

Cite this

@article{ef3fe77033f449a3a2b0994a8db7ee80,

title = "Measuring Financial Risks of Some Emerging Markets by using Extreme Value Theory",

author = "Ayse Arik and Ezgi Nevruz and Uğur Karabey",

year = "2013",

language = "Other",

volume = "6",

pages = "86--95",

journal = "Journal of Statisticians: Statistics and Actuarial Sciences",

issn = "1308-0539",

number = "2",

}