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| Abdul Qayyum Dr and Faisal Nawaz |
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| ''Measuring financial risk using extreme value theory: evidence from pakistan'' |
| ( 2011, Vol. 31 No.1 ) |
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| The purpose of the paper is to show some methods of extreme
value theory through analysis of Pakistani financial data. It also
introduced the fundamental of extreme value theory as well as practical
aspects for estimating and assessing financial models for tail related
risk measures. |
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| Keywords: Extreme Value Theory; Value at Risk; Financial Risk
Management; Financial Risk Modeling; Financial Time Series. |
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| Manuscript Received : Dec 23 2010 | | Manuscript Accepted : Jan 04 2011 |
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