Busıness Fınance Iı Deneme Sınavı Sorusu #1118748

Which risk measurement approach studies the tail of distributions and deals with the asymptotic behavior of the extreme order statistics of a random sample, such as the maximum or minimum order?

Monte Carlo Simulation

Extreme Value Theory

Historical Simulation Method

Variance-Covariance Method

Risk-free Standard Deviation Method

Yanıt Açıklaması:

Extreme value theory (EVT) studies the tail of distributions and deals with the asymptotic behavior of the extreme order statistics of a random sample, such as the maximum or minimum order. The correct answer B.

PAYLAŞ:

SORUNUN CEVABI: B

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