Extreme value theory and value at risk
Year of publication: |
2003
|
---|---|
Authors: | Fernández, Viviana |
Published in: |
Revista de análisis económico. - Santiago : [Verlag nicht ermittelbar], ISSN 0716-5927, ZDB-ID 1131528-3. - Vol. 18.2003, 1, p. 57-85
|
Subject: | Finanzmarkt | Financial market | Theorie | Theory | Chile | Risikomaß | Risk measure |
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