Extreme value theory in finance : a way to forecast unexpected circumstances
Year of publication: |
[2017]
|
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Authors: | Aslanertik, B. Esra ; Erdem, Sabri ; Gumus, Guluzar Kurt |
Published in: |
Risk management, strategic thinking and leadership in the financial services industry : a proactive approach to strategic thinking. - Cham : Springer, ISBN 978-3-319-47171-6. - 2017, p. 177-190
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Subject: | Prognoseverfahren | Forecasting model | Ausreißer | Outliers | Risikomaß | Risk measure | Theorie | Theory |
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