The exchange rate risk of Chinese yuan: Using VaR and ES based on extreme value theory (Q5123515)
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scientific article; zbMATH DE number 7252432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exchange rate risk of Chinese yuan: Using VaR and ES based on extreme value theory |
scientific article; zbMATH DE number 7252432 |
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The exchange rate risk of Chinese yuan: Using VaR and ES based on extreme value theory (English)
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29 September 2020
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expected shortfall
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extreme value theory
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historical simulation
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value-at-risk
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variance-covariance
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