The calculation of capital requirement using Extreme Value Theory
| Year of publication: |
2011
|
|---|---|
| Authors: | Tsai, Ming-Shann ; Chen, Lien-Chuan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 28.2011, 1, p. 390-396
|