Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management
Diebold, Francis X., Schuermann, Til, Stroughair, John D.Volume:
1
Langue:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/eb043443
Date:
January, 2000
Fichier:
PDF, 530 KB
english, 2000