Mgr. Krenar Avdulaj - Publications
Articles in refereed journals
2012 The Extreme Value Theory and Copulas as a Tool to Measure Market Risk, Bulletin of the Czech Econometric Society, Czech Econometric Society, 19(29), pp. 70-90. PDF
IES Working Papers
2011 The Extreme Value Theory as a Tool to Measure Market Risk, IES Working Papers 26/2011