An Application of Extreme Value Theory in Value-at-risk Estimation
Author | : Konstantinos Tolikas |
Publisher | : |
Total Pages | : |
Release | : 2004 |
ISBN-10 | : OCLC:1110791920 |
ISBN-13 | : |
Rating | : 4/5 (20 Downloads) |
Book Synopsis An Application of Extreme Value Theory in Value-at-risk Estimation by : Konstantinos Tolikas
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