Extreme value theory and the financial crisis of 2008
Year of publication: |
2009
|
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Authors: | Gander, James P. |
Publisher: |
Salt Lake City, UT : The University of Utah, Department of Economics |
Subject: | S&P500 | Probability | Regime | Uncertainty |
Series: | Working Paper ; 2009-03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 601678702 [GVK] hdl:10419/64426 [Handle] |
Classification: | C19 - Econometric and Statistical Methods: General. Other ; C22 - Time-Series Models ; C49 - Econometric and Statistical Methods: Special Topics. Other ; G10 - General Financial Markets. General |
Source: |
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