Extreme value theory performance in the event of major financial crises
Adrian F. Rossignolo; Meryem Duygun Fethi and Mohamed Shaban
Year of publication: |
2012
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Authors: | Rossignolo, Adrian F. ; Fethi, Meryem Duygun ; Shaban, Mohamed |
Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 24588209. - Vol. 4.2012, 2, p. 94-134
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