Journal of Mathematical Finance
Vol.2 No.3(2012), Paper ID 22117, 13 pages
DOI:10.4236/jmf.2012.23025
Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model
Samuel Y. M. Ze-To
Department of Finance and Decision Sciences, Hong Kong Baptist University, Hong Kong, China
Copyright © 2012 Samuel Y. M. Ze-To et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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