Extreme Value Estimation of Boom and Crash Statistics
Year of publication: |
2006
|
---|---|
Authors: | Cotter, John |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 6-7, p. 553-566
|
Publisher: |
Taylor & Francis Journals |
Subject: | Extreme value theory | market crashes and booms |
-
Commodity market risk from 1995 to 2013 : an extreme value theory approach
Fretheim, Torun, (2015)
-
Value-at-risk and extreme returns
Daníelsson, Jón, (1997)
-
Forecasting VaR models under different volatility processes and distributions of return innovations
Dendramis, Yiannis, (2014)
- More ...
-
Subordinate Resolution ‐‐ An Empirical Analysis of European Union Subsidiary Banks
Conlon, Thomas, (2019)
-
Time varying risk aversion : an application toenergy hedging
Cotter, John, (2009)
-
Cotter, John, (2000)
- More ...