Publication Type : Journal Article
Publisher : Gnedenko Forum
Source : Reliability: Theory & Applications, 20(1 (82)), 253-276
Campus : Coimbatore
School : School of Physical Sciences
Department : Mathematics
Year : 2025
Abstract :
Cite this Research Publication : Sakthivel, K. M., & Nandhini, V. (2025). An Algorithm for Conditional Extreme Value Theory GARCH-EVT Technique for Estimating Value at Risk. Reliability: Theory & Applications, 20(1 (82)), 253-276