... apply extreme value theory to calculate return levels and VaR of KO stock • Value at Risk Table 3: Maximum Likelihood Estimates of the Extreme Value Distribution for Daily Log Returns of KO stock ... Extreme Value Theory and the Financial Crisis of 2000”, University of Utah [5] Gilli M , Kellezi E , “An application of Extreme Value Theory for Measuring Financial Risk”, Geneva, Switzerland ... 1980 to September, 28th, 2012 First, let us introduce some basic information about stock market 3.1 Stock market A stock market is a public entity for the trading of company stock shares and derivatives...