Erratum to Effectiveness of copula-extreme value theory in estimating value-at-risk: Empirical evidence from Asian emerging markets (Rev Quant Finan Acc, 10.1007/s11156-011-0261-0);Effectiveness of copula-extreme value theory in estimating value-at-risk: Empirical evidence from Asian emerging markets

Review of Quantitative Finance and Accounting

Volumn 39, Issue 4, 2012, Pages 447-468

  Hsu, Chun Pin ^a   Huang, Chin Wen ^b   Chiou, Wan Jiun Paul ^c  

^a CITY UNIVERSITY OF NEW YORK   (United States)

^b WESTERN CONNECTICUT STATE UNIVERSITY   (United States)

^c SHIPPENSBURG UNIVERSITY   (United States)

Author keywords

Backtesting; Copulas; Dependence; Emerging markets; EVT; GARCH

Indexed keywords

EID: 84867744349     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/s11156-012-0283-2     Document Type: Erratum

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