1.
de Jesús-Gutiérrez R, Santillán-Salgado RJ. Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets. IJEFI [Internet]. 2019 Apr. 16 [cited 2024 Nov. 21];9(3):127-41. Available from: https://econjournals.com.tr/index.php/ijefi/article/view/7596