Skip to main navigation
Skip to search
Skip to main content
University of Johannesburg Home
Search content at University of Johannesburg
Home
Scholars
Research entities
Research output
Press/Media
Equipment & facilities
Prestigious awards
Extreme value at risk: A scenario for risk management
Alain Kabundi
,
John Mwamba Muteba
School of Economics
University of Johannesburg
Research output
:
Contribution to journal
›
Review article
›
peer-review
2
Citations (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Extreme value at risk: A scenario for risk management'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Earth and Planetary Sciences
United States
100%
United Kingdom
100%
Germany
100%
France
100%
Japan
100%
Covariance
100%
Republic of South Africa
100%
Risk Management
100%
Exchange Rate
100%
Mathematics
Extreme Value
100%
Value at Risk
100%
Extreme Value Distribution
50%
Extreme Value Theory
50%
Crisis Period
50%
Asymmetric
25%
Variance
25%
Shape Parameter
25%
Covariance
25%
Scale Parameter
25%
Keyphrases
Generalized Extreme Value Distribution
100%
Extreme Value Theory
100%
Asymmetric Volatility
50%
Green Areas
50%
Extreme Losses
50%
Pre-crisis
50%
Basel II
50%
Economics, Econometrics and Finance
Risk Management
100%
Extreme Value
100%
Value Theory
33%
Volatility
16%
Exchange Rate
16%
Investors
16%
US Dollar
16%
Capital Market Returns
16%
Stock Index
16%