Journal of Empirical Finance · 2013 · 41 citations · 17 references
BusinessFinanceRisk ManagementFinancial EconomicsForecastingQuantitative FinanceExtreme Value TheoryFinancial RiskRisk ForecastingRisk MeasurementRisk ModelingValue At RiskConditional Extreme Value ModelsConditional Value-at-riskExtreme Value AnalysisExtreme Value EstimationTail Risk ModelingTime-series Risk ModelingValue-at-risk Estimation
17
Peter Christoffersen · International Economic Review · 1998 · 2.7K citations
Business, Economics, Risk Management +17
Robert F. Engle, Simone Manganelli · Journal of Business and Economic Statistics · 2004 · 2.2K citations
Management, Finance, Risk Management +17