Multivariate Extremes, Aggregation and Risk Estimation
Year of publication: |
[2001]
|
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Authors: | Hauksson, Hoskuldur Ari |
Other Persons: | Dacorogna, Michel M. (contributor) ; Domenig, Thomas (contributor) ; Müller, Ulrich A. (contributor) ; Samorodnitsky, Gennady (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 24, 2000 erstellt |
Other identifiers: | 10.2139/ssrn.254392 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; F31 - Foreign Exchange ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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