An Application of Extreme Value Theory for Measuring Financial Risk
| Year of publication: |
2006
|
|---|---|
| Authors: | Gilli, Manfred ; këllezi, Evis |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 27.2006, 2-3, p. 207-228
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