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- Tue Aug 07, 2012 7:48 am
- Forum: Programming
- Topic: Extreme Value Theorem - Pareto Distribution
- Replies: 1
- Views: 3316
Extreme Value Theorem - Pareto Distribution
Dear Sir/Madam, Currently I am conducting research for my master thesis and I am struggling with EViews 7. My research is somewhat the same as: “Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach” from McNeil and Frey (2000). In the first pa...