Extreme value modelling for forecasting market crisis impacts
| Year of publication: |
2010
|
|---|---|
| Authors: | Bagliano, Fabio ; Morana, Claudio |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 20.2010, 1, p. 63-73
|