Nevruz, Ezgi, and Şule Şahin. “A Comparison of the Extreme Value Theory and GARCH Models in Terms of Risk Measures”. Anales del Instituto de Actuarios Españoles, no. 24 (December 15, 2018): 149–170. Accessed November 12, 2026. https://revistas.actuarios.org/index.php/aiae/article/view/42.