Modeling value at risk of agricultural crops using extreme value theory

Modeling value at risk of agricultural crops using extreme value theory

© 2015 American Scientific Publishers. All rights reserved. Modeling extreme risk in returns accurately due to volatility in agricultural prices is of utmost importance for both the farmers and policy makers. In this study, we compare and contrast performances of four EVT based methods in modeling e...

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Bibliographic Details
Main Authors: Xue Gong, Songsak Sriboonchitta, Sanzidur Rahman, Siwarat Kuson
Format: Journal
Published: 2018
Subjects:
Computer Science
Energy
Engineering
Environmental Science
Mathematics
Social Sciences
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84946013455&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/54425
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Institution: Chiang Mai University

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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84946013455&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/54425

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