Pitfalls and opportunities in the use of extreme value theory in risk management
Francis X. Diebold ; Til Schuermann ; John D. Stroughair
| Year of publication: |
1998
|
|---|---|
| Authors: | Diebold, Francis X. ; Schuermann, Til ; Stroughair, John D. |
| Publisher: |
New York, NY |
| Subject: | Risikomanagement | Extremwertstatistik |
| Extent: | 5 ungez. Bl. |
|---|---|
| Series: | Working paper series / New York University, Salomon Center. - New York, NY. - Vol. 98,41 |
| Type of publication: | Book / Working Paper |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004340070