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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書目詳細資料
Main Authors:	Xue Gong, Songsak Sriboonchitta, Sanzidur Rahman, Siwarat Kuson
格式:	雜誌
出版:	2018
主題:	Computer Science Energy Engineering Environmental Science Mathematics Social Sciences
在線閱讀:	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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